+75.4%
IVV vs EMR
+85.7%
-10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | -5.4% | +2.0% | -7.3% | -6.0% |
| 3M | -4.1% | +3.8% | -7.9% | -5.4% |
| 6M | +0.7% | +10.5% | -9.8% | -3.1% |
| YTD | +8.7% | +23.7% | -15.0% | -0.7% |
| 1Y | +11.0% | +25.4% | -14.4% | +0.7% |
| 3Y | +75.4% | +86.6% | -11.1% | +40.8% |
| All | +75.4% | +85.7% | -10.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling