+738.6%
IVV vs EMR
+1,055.8%
-317.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -1.6% | -1.1% | -1.9% |
| 30D | -5.4% | +2.0% | -7.3% | -6.3% |
| 3M | -4.1% | +3.8% | -7.9% | -6.0% |
| 6M | +0.7% | +10.5% | -9.8% | -4.8% |
| YTD | +8.7% | +23.7% | -15.0% | -3.9% |
| 1Y | +11.0% | +25.4% | -14.4% | -2.7% |
| 3Y | +75.4% | +86.6% | -11.1% | +23.1% |
| 5Y | +68.3% | +83.0% | -14.7% | +17.9% |
| 10Y | +315.5% | +319.5% | -4.0% | +79.8% |
| All | +738.6% | +1,055.8% | -317.1% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling