+75.4%
IVV vs ICE
+65.6%
+9.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.7% | +2.0% | -4.7% | -3.1% |
| 30D | -5.4% | +12.9% | -18.3% | -8.0% |
| 3M | -4.1% | +15.4% | -19.5% | -7.3% |
| 6M | +0.7% | +13.1% | -12.4% | -2.1% |
| YTD | +8.7% | +7.5% | +1.3% | +6.6% |
| 1Y | +11.0% | +18.3% | -7.4% | +4.7% |
| 3Y | +75.4% | +65.9% | +9.5% | +45.9% |
| All | +75.4% | +65.6% | +9.8% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling