+766.3%
IVV vs AU
+701.1%
+65.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | -0.9% | +4.7% | -5.6% | -1.3% |
| 30D | -2.3% | -1.5% | -0.8% | -2.3% |
| 3M | -1.2% | -5.0% | +3.8% | -1.0% |
| 6M | +3.3% | -13.5% | +16.8% | +3.9% |
| YTD | +12.3% | +11.7% | +0.6% | +10.1% |
| 1Y | +12.5% | +21.3% | -8.8% | +9.5% |
| 3Y | +79.2% | +545.0% | -465.8% | +50.7% |
| 5Y | +75.6% | +412.0% | -336.3% | +47.9% |
| 10Y | +313.4% | +899.1% | -585.7% | +214.8% |
| All | +766.3% | +701.1% | +65.3% | +566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling