+309.6%
IVV vs EFX
+63.8%
+245.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | -3.3% | +29.2% | -32.5% | -11.0% |
| 3M | -2.4% | +3.5% | -5.8% | -4.2% |
| 6M | +2.6% | +7.8% | -5.2% | -1.5% |
| YTD | +11.3% | -12.4% | +23.7% | +13.0% |
| 1Y | +13.4% | -8.2% | +21.7% | +13.3% |
| 3Y | +80.3% | +4.7% | +75.6% | +65.1% |
| 5Y | +72.7% | -32.0% | +104.8% | +79.8% |
| 10Y | +309.6% | +69.1% | +240.6% | +199.5% |
| All | +309.6% | +63.8% | +245.8% | +199.5% |
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