+72.7%
IVV vs EFX
-31.8%
+104.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -3.3% | +29.2% | -32.5% | -10.0% |
| 3M | -2.4% | +3.5% | -5.8% | -3.9% |
| 6M | +2.6% | +7.8% | -5.2% | -0.9% |
| YTD | +11.3% | -12.4% | +23.7% | +13.5% |
| 1Y | +13.4% | -8.2% | +21.7% | +13.8% |
| 3Y | +80.3% | +4.7% | +75.6% | +63.7% |
| 5Y | +72.7% | -32.0% | +104.8% | +78.3% |
| All | +72.7% | -31.8% | +104.5% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling