+67.8%
IVV vs IP
-12.5%
+80.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.5% | -3.6% |
| 7D | -4.8% | -5.0% | +0.2% | -3.7% |
| 30D | -5.9% | +6.5% | -12.5% | -7.3% |
| 3M | -4.5% | -18.0% | +13.5% | -0.6% |
| 6M | +1.8% | +10.3% | -8.5% | -1.5% |
| YTD | +8.4% | -9.9% | +18.3% | +8.9% |
| 1Y | +9.4% | -1.1% | +10.5% | +7.1% |
| 3Y | +75.3% | +13.0% | +62.3% | +56.2% |
| 5Y | +67.8% | -12.3% | +80.0% | +63.8% |
| All | +67.8% | -12.5% | +80.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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