+74.8%
IVV vs COMP
+309.8%
-234.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.2% | +3.8% | -3.7% |
| 7D | -4.8% | -1.8% | -2.9% | -4.6% |
| 30D | -5.9% | -0.8% | -5.2% | -6.0% |
| 3M | -4.5% | -28.1% | +23.6% | -2.1% |
| 6M | +1.8% | +27.0% | -25.2% | -1.0% |
| YTD | +8.4% | -12.8% | +21.1% | +7.9% |
| 1Y | +9.4% | +4.9% | +4.5% | +7.2% |
| All | +74.8% | +309.8% | -234.9% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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