+67.8%
IVV vs COMP
-28.0%
+95.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.2% | +3.8% | -3.6% |
| 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% | -1.7% |
| 6M | +1.8% | +27.0% | -25.2% | -1.6% |
| YTD | +8.4% | -12.8% | +21.1% | +7.9% |
| 1Y | +9.4% | +4.9% | +4.5% | +6.8% |
| 3Y | +75.3% | +321.0% | -245.7% | +42.6% |
| 5Y | +67.8% | -25.6% | +93.4% | +56.5% |
| All | +67.8% | -28.0% | +95.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling