+777.3%
IVV vs ICE
+2,506.4%
-1,729.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -2.7% | +2.0% | -4.7% | -3.3% |
| 30D | -5.4% | +12.9% | -18.3% | -8.8% |
| 3M | -4.1% | +15.4% | -19.5% | -8.2% |
| 6M | +0.7% | +13.1% | -12.4% | -3.4% |
| YTD | +8.7% | +7.5% | +1.3% | +5.3% |
| 1Y | +11.0% | +18.3% | -7.4% | +4.4% |
| 3Y | +75.4% | +65.9% | +9.5% | +48.9% |
| 5Y | +68.3% | +35.2% | +33.1% | +50.8% |
| 10Y | +315.5% | +266.7% | +48.8% | +183.8% |
| All | +777.3% | +2,506.4% | -1,729.1% | +301.7% |
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