+68.2%
IVV vs ATI
+871.8%
-803.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.5% |
| 7D | -2.7% | +6.2% | -8.9% | -3.9% |
| 30D | -5.4% | -7.1% | +1.7% | -4.2% |
| 3M | -4.1% | -21.3% | +17.3% | +0.2% |
| 6M | +0.7% | +6.5% | -5.8% | -1.6% |
| YTD | +8.7% | +53.2% | -44.4% | -2.1% |
| 1Y | +11.0% | +82.7% | -71.7% | -3.8% |
| 3Y | +75.4% | +314.3% | -238.9% | +22.1% |
| All | +68.2% | +871.8% | -803.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling