+19.4%
IVV vs IAG
+100.7%
-81.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.5% | +4.3% | -3.7% | +0.2% |
| 30D | -1.0% | +9.8% | -10.7% | -1.8% |
| 3M | +3.9% | +28.9% | -25.1% | +1.3% |
| 6M | +14.5% | -7.6% | +22.1% | +13.5% |
| YTD | +12.9% | +22.0% | -9.0% | +10.2% |
| 1Y | +19.4% | +99.5% | -80.1% | +11.9% |
| All | +19.4% | +100.7% | -81.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IAG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling