+776.1%
IVV vs IP
+159.1%
+617.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | +0.1% | -5.3% | +5.4% | +1.9% |
| 30D | +0.1% | -10.9% | +10.9% | +3.8% |
| 3M | +2.0% | +11.2% | -9.2% | -2.6% |
| 6M | +13.0% | -10.2% | +23.3% | +14.8% |
| YTD | +13.6% | -2.0% | +15.6% | +11.3% |
| 1Y | +20.1% | -19.1% | +39.2% | +24.6% |
| 3Y | +77.6% | +20.9% | +56.8% | +54.0% |
| 5Y | +82.5% | -17.8% | +100.3% | +78.6% |
| 10Y | +316.5% | +23.5% | +293.0% | +234.3% |
| All | +776.1% | +159.1% | +617.0% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling