+735.8%
IVV vs C
-49.6%
+785.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.0% | +0.6% | -3.0% |
| 7D | -4.8% | -5.3% | +0.5% | -3.3% |
| 30D | -5.9% | -7.3% | +1.4% | -4.0% |
| 3M | -4.5% | -13.5% | +8.9% | -0.8% |
| 6M | +1.8% | -6.5% | +8.3% | +3.3% |
| YTD | +8.4% | +3.6% | +4.8% | +6.4% |
| 1Y | +9.4% | +18.9% | -9.5% | +3.4% |
| 3Y | +75.3% | +205.0% | -129.7% | +26.4% |
| 5Y | +67.8% | +109.4% | -41.6% | +32.6% |
| 10Y | +314.2% | +232.9% | +81.2% | +178.0% |
| All | +735.8% | -49.6% | +785.4% | +632.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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