+307.4%
IVV vs IAG
+336.8%
-29.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | 0.0% |
| 7D | -0.6% | +16.8% | -17.4% | -1.5% |
| 30D | -3.7% | -1.5% | -2.2% | -3.7% |
| 3M | -2.7% | +0.5% | -3.2% | -3.0% |
| 6M | +2.2% | -1.0% | +3.2% | +1.8% |
| YTD | +10.9% | +12.3% | -1.4% | +9.2% |
| 1Y | +11.3% | +39.2% | -27.9% | +8.2% |
| 3Y | +76.9% | +712.3% | -635.4% | +54.3% |
| 5Y | +73.5% | +484.2% | -410.8% | +49.4% |
| 10Y | +307.4% | +382.3% | -74.9% | +248.4% |
| All | +307.4% | +336.8% | -29.4% | +248.4% |
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