+78.8%
IVV vs IT
-53.6%
+132.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +3.3% | -3.7% | +7.0% | +3.7% |
| 30D | -2.7% | -3.1% | +0.5% | -2.7% |
| 3M | -1.7% | +6.3% | -8.0% | -2.9% |
| 6M | +3.2% | +24.8% | -21.6% | -0.7% |
| YTD | +12.0% | -24.4% | +36.3% | +17.7% |
| 1Y | +12.1% | -17.1% | +29.2% | +15.3% |
| All | +78.8% | -53.6% | +132.4% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling