+315.2%
IVV vs ICE
+223.5%
+91.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +0.1% | +7.6% | -7.5% | -3.5% |
| 3M | +2.0% | +13.9% | -11.9% | -4.9% |
| 6M | +13.0% | -2.4% | +15.4% | +13.5% |
| YTD | +13.6% | +0.3% | +13.3% | +11.7% |
| 1Y | +20.1% | -6.4% | +26.5% | +22.1% |
| 3Y | +77.6% | +43.1% | +34.5% | +41.5% |
| 5Y | +82.5% | +42.1% | +40.4% | +43.4% |
| All | +315.2% | +223.5% | +91.7% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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