+313.7%
IVV vs IT
+89.8%
+223.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +1.4% |
| 7D | +0.5% | -9.1% | +9.6% | +3.0% |
| 30D | -1.0% | -7.0% | +6.0% | +0.6% |
| 3M | +3.9% | +7.6% | -3.8% | -0.3% |
| 6M | +14.5% | +2.1% | +12.4% | +10.5% |
| YTD | +12.9% | -31.6% | +44.5% | +22.5% |
| 1Y | +19.4% | -29.9% | +49.3% | +27.4% |
| 3Y | +78.8% | -51.3% | +130.1% | +110.0% |
| 5Y | +82.2% | -44.8% | +127.0% | +99.6% |
| 10Y | +313.7% | +91.4% | +222.3% | +191.5% |
| All | +313.7% | +89.8% | +223.8% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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