+776.1%
IVV vs EFX
+1,447.1%
-671.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +2.2% |
| 7D | +0.1% | -8.6% | +8.8% | +3.7% |
| 30D | +0.1% | +0.1% | 0.0% | -0.3% |
| 3M | +2.0% | +3.8% | -1.8% | -1.0% |
| 6M | +13.0% | -13.5% | +26.6% | +17.4% |
| YTD | +13.6% | -17.7% | +31.3% | +19.2% |
| 1Y | +20.1% | -25.6% | +45.7% | +30.6% |
| 3Y | +77.6% | -12.1% | +89.7% | +71.9% |
| 5Y | +82.5% | -33.8% | +116.3% | +94.3% |
| 10Y | +316.5% | +45.1% | +271.4% | +185.4% |
| All | +776.1% | +1,447.1% | -671.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling