+73.1%
IVV vs IT
-42.2%
+115.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | -2.0% | -1.8% | -0.1% | -2.2% |
| 3M | -2.8% | +4.8% | -7.6% | -4.7% |
| 6M | +2.2% | +33.0% | -30.8% | -6.5% |
| YTD | +11.5% | -23.8% | +35.4% | +17.7% |
| 1Y | +13.5% | -16.5% | +30.0% | +16.1% |
| 3Y | +78.1% | -53.6% | +131.7% | +118.3% |
| All | +73.1% | -42.2% | +115.3% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling