+75.6%
IVV vs ED
+82.4%
-6.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -2.3% | +11.2% | -13.5% | -3.5% |
| 3M | -1.2% | +11.8% | -12.9% | -2.4% |
| 6M | +3.3% | +14.1% | -10.8% | +1.6% |
| YTD | +12.3% | +23.0% | -10.6% | +8.9% |
| 1Y | +12.5% | +23.7% | -11.1% | +8.9% |
| 3Y | +79.2% | +47.7% | +31.4% | +61.5% |
| 5Y | +75.6% | +82.6% | -7.0% | +47.5% |
| All | +75.6% | +82.4% | -6.7% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling