+1,027.3%
IVV vs IAG
+337.4%
+689.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.9% | -0.1% |
| 7D | -2.7% | +21.4% | -24.1% | -4.0% |
| 30D | -5.4% | +4.0% | -9.4% | -5.7% |
| 3M | -4.1% | +17.0% | -21.1% | -5.3% |
| 6M | +0.7% | +1.4% | -0.7% | +0.1% |
| YTD | +8.7% | +13.8% | -5.0% | +6.7% |
| 1Y | +11.0% | +55.8% | -44.8% | +6.6% |
| 3Y | +75.4% | +647.4% | -572.0% | +49.7% |
| 5Y | +68.3% | +519.1% | -450.8% | +41.7% |
| 10Y | +315.5% | +345.6% | -30.1% | +240.9% |
| All | +1,027.3% | +337.4% | +689.9% | +717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling