+83.1%
IVV vs ICE
+42.3%
+40.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | +7.6% | -7.5% | -2.9% |
| 3M | +2.0% | +13.9% | -11.9% | -3.6% |
| 6M | +13.0% | -2.4% | +15.4% | +13.8% |
| YTD | +13.6% | +0.3% | +13.3% | +12.3% |
| 1Y | +20.1% | -6.4% | +26.5% | +22.6% |
| 3Y | +77.6% | +43.1% | +34.5% | +43.8% |
| All | +83.1% | +42.3% | +40.8% | +42.3% |
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