+816.5%
IVV vs ICE
+2,331.7%
-1,515.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | +7.6% | -7.5% | -2.1% |
| 3M | +2.0% | +13.9% | -11.9% | -2.1% |
| 6M | +13.0% | -2.4% | +15.4% | +13.2% |
| YTD | +13.6% | +0.3% | +13.3% | +12.5% |
| 1Y | +20.1% | -6.4% | +26.5% | +21.2% |
| 3Y | +77.6% | +43.1% | +34.5% | +57.7% |
| 5Y | +82.5% | +42.1% | +40.4% | +61.6% |
| 10Y | +316.5% | +220.9% | +95.6% | +195.6% |
| All | +816.5% | +2,331.7% | -1,515.3% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling