+257.3%
IVV vs IR
+316.5%
-59.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.5% |
| 7D | -4.8% | +2.3% | -7.1% | -5.5% |
| 30D | -5.9% | +3.3% | -9.3% | -7.1% |
| 3M | -4.5% | -9.0% | +4.5% | -1.8% |
| 6M | +1.8% | +8.0% | -6.2% | -1.6% |
| YTD | +8.4% | +3.4% | +5.0% | +5.3% |
| 1Y | +9.4% | +4.5% | +4.9% | +5.7% |
| 3Y | +75.3% | +25.6% | +49.7% | +55.6% |
| 5Y | +67.8% | +43.8% | +24.0% | +39.5% |
| All | +257.3% | +316.5% | -59.1% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling