+735.8%
IVV vs ES
+712.8%
+23.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.2% |
| 7D | -4.8% | +5.9% | -10.7% | -6.9% |
| 30D | -5.9% | +10.2% | -16.1% | -9.5% |
| 3M | -4.5% | +0.4% | -4.9% | -4.9% |
| 6M | +1.8% | +6.9% | -5.0% | -1.4% |
| YTD | +8.4% | +10.5% | -2.1% | +3.1% |
| 1Y | +9.4% | +3.2% | +6.2% | +6.3% |
| 3Y | +75.3% | +49.0% | +26.2% | +42.5% |
| 5Y | +67.8% | +4.5% | +63.3% | +56.3% |
| 10Y | +314.2% | +92.3% | +221.8% | +184.1% |
| All | +735.8% | +712.8% | +23.0% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling