+68.2%
IVV vs ICE
+34.9%
+33.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.7% | +2.0% | -4.7% | -3.4% |
| 30D | -5.4% | +12.9% | -18.3% | -9.9% |
| 3M | -4.1% | +15.4% | -19.5% | -9.6% |
| 6M | +0.7% | +13.1% | -12.4% | -4.5% |
| YTD | +8.7% | +7.5% | +1.3% | +4.5% |
| 1Y | +11.0% | +18.3% | -7.4% | +1.5% |
| 3Y | +75.4% | +65.9% | +9.5% | +31.7% |
| All | +68.2% | +34.9% | +33.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling