+306.5%
IVV vs ED
+129.3%
+177.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | -5.4% | +13.3% | -18.7% | -8.5% |
| 3M | -4.1% | +9.7% | -13.8% | -6.5% |
| 6M | +0.7% | +12.8% | -12.1% | -2.7% |
| YTD | +8.7% | +22.3% | -13.6% | +2.3% |
| 1Y | +11.0% | +26.3% | -15.3% | +3.3% |
| 3Y | +75.4% | +45.0% | +30.4% | +53.1% |
| 5Y | +68.3% | +80.2% | -11.9% | +35.1% |
| All | +306.5% | +129.3% | +177.3% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling