+313.4%
IVV vs ES
+92.3%
+221.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.3% | +6.7% | -9.1% | -4.4% |
| 3M | -1.2% | +0.3% | -1.5% | -1.5% |
| 6M | +3.3% | +7.4% | -4.1% | +0.5% |
| YTD | +12.3% | +8.4% | +3.9% | +8.5% |
| 1Y | +12.5% | +0.6% | +11.9% | +10.9% |
| 3Y | +79.2% | +50.6% | +28.5% | +49.4% |
| 5Y | +75.6% | +4.8% | +70.8% | +66.9% |
| 10Y | +313.4% | +93.1% | +220.3% | +251.7% |
| All | +313.4% | +92.3% | +221.1% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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