+107.1%
IVV vs COMP
-47.7%
+154.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | +0.1% | +1.4% | -1.2% | 0.0% |
| 30D | +0.1% | -13.3% | +13.4% | +1.3% |
| 3M | +2.0% | +41.1% | -39.1% | -1.7% |
| 6M | +13.0% | +17.2% | -4.1% | +10.1% |
| YTD | +13.6% | +5.2% | +8.4% | +11.4% |
| 1Y | +20.1% | +18.9% | +1.1% | +15.9% |
| 3Y | +77.6% | +215.9% | -138.3% | +50.1% |
| 5Y | +82.5% | -31.2% | +113.7% | +62.3% |
| All | +107.1% | -47.7% | +154.8% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling