+825.6%
IVV vs EFV
+258.8%
+566.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -1.0% |
| 30D | +0.1% | +1.7% | -1.7% | -1.2% |
| 3M | +2.0% | +8.6% | -6.6% | -4.1% |
| 6M | +13.0% | +11.7% | +1.4% | +4.0% |
| YTD | +13.6% | +19.3% | -5.7% | -0.6% |
| 1Y | +20.1% | +30.2% | -10.1% | -1.6% |
| 3Y | +77.6% | +91.6% | -14.0% | +8.9% |
| 5Y | +82.5% | +96.4% | -13.9% | +9.6% |
| 10Y | +316.5% | +166.5% | +150.1% | +99.5% |
| All | +825.6% | +258.8% | +566.8% | +254.4% |
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 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