+315.1%
IVV vs ED
+103.0%
+212.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +2.0% | +3.9% | -1.9% | +0.7% |
| 6M | +13.0% | -3.0% | +16.1% | +13.6% |
| YTD | +13.6% | +10.7% | +2.9% | +9.8% |
| 1Y | +20.1% | +13.3% | +6.7% | +15.0% |
| 3Y | +77.6% | +34.5% | +43.1% | +57.7% |
| 5Y | +82.5% | +67.1% | +15.3% | +48.8% |
| All | +315.1% | +103.0% | +212.2% | +226.1% |
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