+309.6%
IVV vs IT
+96.9%
+212.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +0.1% | -18.8% | +18.9% | +5.3% |
| 30D | -3.3% | -0.1% | -3.2% | -4.0% |
| 3M | -2.4% | +2.9% | -5.3% | -4.6% |
| 6M | +2.6% | +20.4% | -17.8% | -6.0% |
| YTD | +11.3% | -24.3% | +35.6% | +16.3% |
| 1Y | +13.4% | -17.2% | +30.6% | +14.7% |
| 3Y | +80.3% | -52.4% | +132.7% | +115.1% |
| 5Y | +72.7% | -43.7% | +116.4% | +88.2% |
| 10Y | +309.6% | +90.3% | +219.3% | +172.4% |
| All | +309.6% | +96.9% | +212.7% | +172.4% |
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