+72.7%
IVV vs AU
+505.1%
-432.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.5% | +1.8% |
| 7D | +0.1% | +20.8% | -20.7% | -1.5% |
| 30D | -3.3% | +5.5% | -8.8% | -3.8% |
| 3M | -2.4% | +3.9% | -6.3% | -3.0% |
| 6M | +2.6% | -5.4% | +8.0% | +2.4% |
| YTD | +11.3% | +20.7% | -9.4% | +8.3% |
| 1Y | +13.4% | +49.8% | -36.4% | +8.5% |
| 3Y | +80.3% | +565.6% | -485.4% | +49.0% |
| 5Y | +72.7% | +500.4% | -427.7% | +39.4% |
| All | +72.7% | +505.1% | -432.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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