+738.6%
IVV vs ATI
+952.9%
-214.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.6% |
| 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% | -1.5% |
| YTD | +8.7% | +53.2% | -44.4% | -1.9% |
| 1Y | +11.0% | +82.7% | -71.7% | -3.4% |
| 3Y | +75.4% | +314.3% | -238.9% | +25.0% |
| 5Y | +68.3% | +890.9% | -822.6% | -2.2% |
| 10Y | +315.5% | +1,142.3% | -826.8% | +100.2% |
| All | +738.6% | +952.9% | -214.2% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling