+73.1%
IVV vs AUR
-57.9%
+131.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | +2.6% | -4.5% | +7.1% | +2.9% |
| 30D | -2.0% | -16.6% | +14.6% | -0.7% |
| 3M | -2.8% | -38.5% | +35.7% | +0.7% |
| 6M | +2.2% | -49.9% | +52.0% | +7.3% |
| YTD | +11.5% | +9.6% | +1.9% | +9.1% |
| 1Y | +13.5% | +1.2% | +12.3% | +11.6% |
| 3Y | +78.1% | +128.8% | -50.7% | +54.3% |
| All | +73.1% | -57.9% | +131.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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