+68.2%
IVV vs ES
+1.4%
+66.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | -5.4% | +7.1% | -12.4% | -6.7% |
| 3M | -4.1% | -1.9% | -2.1% | -3.8% |
| 6M | +0.7% | +4.4% | -3.6% | -0.5% |
| YTD | +8.7% | +7.3% | +1.4% | +6.4% |
| 1Y | +11.0% | +2.1% | +8.8% | +9.5% |
| 3Y | +75.4% | +41.8% | +33.6% | +54.9% |
| All | +68.2% | +1.4% | +66.7% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling