+797.9%
IVV vs ICE
+2,533.0%
-1,735.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | -3.3% | +11.4% | -14.7% | -6.5% |
| 3M | -2.4% | +16.2% | -18.6% | -6.8% |
| 6M | +2.6% | +12.5% | -9.9% | -1.5% |
| YTD | +11.3% | +8.6% | +2.7% | +7.5% |
| 1Y | +13.4% | +18.4% | -4.9% | +6.8% |
| 3Y | +80.3% | +66.4% | +13.9% | +52.9% |
| 5Y | +72.7% | +37.2% | +35.5% | +54.1% |
| 10Y | +309.6% | +244.8% | +64.8% | +184.1% |
| All | +797.9% | +2,533.0% | -1,735.1% | +309.9% |
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 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