+267.0%
IVV vs IR
+342.0%
-75.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +0.8% |
| 7D | +0.1% | +5.0% | -4.9% | -1.5% |
| 30D | -3.3% | +10.3% | -13.6% | -6.6% |
| 3M | -2.4% | -0.1% | -2.3% | -2.7% |
| 6M | +2.6% | +14.8% | -12.1% | -2.8% |
| YTD | +11.3% | +9.7% | +1.5% | +6.0% |
| 1Y | +13.4% | +12.2% | +1.2% | +7.0% |
| 3Y | +80.3% | +30.0% | +50.3% | +58.3% |
| 5Y | +72.7% | +46.8% | +25.9% | +42.5% |
| All | +267.0% | +342.0% | -75.1% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling