+74.8%
IVV vs B
+164.0%
-89.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | -4.8% | +4.3% | -9.1% | -5.3% |
| 30D | -5.9% | -0.9% | -5.0% | -5.9% |
| 3M | -4.5% | -1.4% | -3.2% | -4.7% |
| 6M | +1.8% | +5.0% | -3.2% | +0.6% |
| YTD | +8.4% | -5.8% | +14.2% | +7.8% |
| 1Y | +9.4% | +25.6% | -16.2% | +5.1% |
| All | +74.8% | +164.0% | -89.2% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · 6 months rolling