+776.1%
IVV vs ES
+693.6%
+82.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.1% | -2.0% | +2.0% | +0.8% |
| 3M | +2.0% | +1.7% | +0.3% | +1.0% |
| 6M | +13.0% | -3.5% | +16.6% | +14.0% |
| YTD | +13.6% | +7.9% | +5.7% | +9.3% |
| 1Y | +20.1% | +17.2% | +2.9% | +10.9% |
| 3Y | +77.6% | +29.3% | +48.3% | +53.1% |
| 5Y | +82.5% | -5.7% | +88.2% | +77.7% |
| 10Y | +316.5% | +85.2% | +231.3% | +190.6% |
| All | +776.1% | +693.6% | +82.5% | +211.8% |
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