+786.0%
IVV vs EFV
+240.5%
+545.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.2% |
| 30D | -5.4% | +0.9% | -6.3% | -6.0% |
| 3M | -4.1% | -3.6% | -0.5% | -1.5% |
| 6M | +0.7% | +2.5% | -1.8% | -1.3% |
| YTD | +8.7% | +13.2% | -4.5% | -1.2% |
| 1Y | +11.0% | +20.3% | -9.4% | -3.6% |
| 3Y | +75.4% | +84.9% | -9.5% | +10.4% |
| 5Y | +68.3% | +87.7% | -19.4% | +4.5% |
| 10Y | +315.5% | +160.7% | +154.8% | +102.4% |
| All | +786.0% | +240.5% | +545.5% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling