+309.6%
IVV vs EFV
+165.2%
+144.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +0.1% |
| 7D | +0.1% | +1.7% | -1.7% | -1.3% |
| 30D | -3.3% | +3.4% | -6.8% | -6.0% |
| 3M | -2.4% | -1.7% | -0.7% | -1.1% |
| 6M | +2.6% | +6.4% | -3.8% | -2.7% |
| YTD | +11.3% | +16.3% | -5.0% | -2.3% |
| 1Y | +13.4% | +22.9% | -9.5% | -5.0% |
| 3Y | +80.3% | +92.8% | -12.5% | +2.5% |
| 5Y | +72.7% | +93.5% | -20.8% | -2.7% |
| 10Y | +309.6% | +162.1% | +147.5% | +86.4% |
| All | +309.6% | +165.2% | +144.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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