+735.8%
IVV vs ED
+1,090.1%
-354.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.8% |
| 7D | -4.8% | +5.2% | -9.9% | -6.7% |
| 30D | -5.9% | +15.5% | -21.4% | -11.3% |
| 3M | -4.5% | +13.0% | -17.6% | -9.3% |
| 6M | +1.8% | +13.1% | -11.3% | -3.6% |
| YTD | +8.4% | +25.3% | -16.9% | -2.0% |
| 1Y | +9.4% | +30.5% | -21.1% | -2.9% |
| 3Y | +75.3% | +49.3% | +25.9% | +43.3% |
| 5Y | +67.8% | +84.6% | -16.8% | +23.2% |
| 10Y | +314.2% | +135.4% | +178.7% | +157.8% |
| All | +735.8% | +1,090.1% | -354.3% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling