+309.6%
IVV vs IAG
+326.7%
-17.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +2.0% |
| 7D | +0.1% | +24.0% | -23.9% | -1.2% |
| 30D | -3.3% | +5.5% | -8.8% | -3.7% |
| 3M | -2.4% | +8.3% | -10.7% | -3.0% |
| 6M | +2.6% | +6.1% | -3.5% | +1.8% |
| YTD | +11.3% | +20.3% | -9.0% | +9.1% |
| 1Y | +13.4% | +56.5% | -43.0% | +9.6% |
| 3Y | +80.3% | +762.6% | -682.3% | +56.8% |
| 5Y | +72.7% | +546.3% | -473.5% | +48.1% |
| 10Y | +309.6% | +356.1% | -46.4% | +250.4% |
| All | +309.6% | +326.7% | -17.0% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling