+735.8%
IVV vs B
+242.5%
+493.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | -4.8% | +4.3% | -9.1% | -5.1% |
| 30D | -5.9% | -0.9% | -5.0% | -5.9% |
| 3M | -4.5% | -1.4% | -3.2% | -4.6% |
| 6M | +1.8% | +5.0% | -3.2% | +1.0% |
| YTD | +8.4% | -5.8% | +14.2% | +8.2% |
| 1Y | +9.4% | +25.6% | -16.2% | +6.6% |
| 3Y | +75.3% | +161.6% | -86.4% | +59.3% |
| 5Y | +67.8% | +135.2% | -67.4% | +52.6% |
| 10Y | +314.2% | +170.7% | +143.4% | +266.0% |
| All | +735.8% | +242.5% | +493.3% | +626.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling