+806.8%
IVV vs EFV
+249.8%
+557.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +0.3% |
| 7D | +0.1% | +1.7% | -1.7% | -1.2% |
| 30D | -3.3% | +3.4% | -6.8% | -5.7% |
| 3M | -2.4% | -1.7% | -0.7% | -1.2% |
| 6M | +2.6% | +6.4% | -3.8% | -2.1% |
| YTD | +11.3% | +16.3% | -5.0% | -0.8% |
| 1Y | +13.4% | +22.9% | -9.5% | -3.0% |
| 3Y | +80.3% | +92.8% | -12.5% | +10.0% |
| 5Y | +72.7% | +93.5% | -20.8% | +4.8% |
| 10Y | +309.6% | +162.1% | +147.5% | +98.6% |
| All | +806.8% | +249.8% | +557.0% | +253.5% |
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