+78.4%
IVV vs IR
+9.5%
+68.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +0.1% | -2.8% | +2.9% | +1.0% |
| 30D | +0.1% | -15.1% | +15.2% | +5.1% |
| 3M | +2.0% | +6.1% | -4.1% | -0.4% |
| 6M | +13.0% | -16.8% | +29.9% | +18.8% |
| YTD | +13.6% | -3.5% | +17.1% | +12.9% |
| 1Y | +20.1% | -3.5% | +23.6% | +18.9% |
| All | +78.4% | +9.5% | +68.9% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling