+313.7%
IVV vs EFX
+40.1%
+273.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.3% |
| 7D | +0.5% | -7.8% | +8.3% | +3.0% |
| 30D | -1.0% | -5.7% | +4.8% | +0.6% |
| 3M | +3.9% | +2.5% | +1.3% | +2.0% |
| 6M | +14.5% | -16.7% | +31.2% | +19.5% |
| YTD | +12.9% | -20.2% | +33.1% | +18.7% |
| 1Y | +19.4% | -31.4% | +50.7% | +31.5% |
| 3Y | +78.8% | -10.5% | +89.3% | +73.1% |
| 5Y | +82.2% | -35.2% | +117.4% | +92.9% |
| 10Y | +313.7% | +40.2% | +273.5% | +225.8% |
| All | +313.7% | +40.1% | +273.6% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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