+776.1%
IVV vs IT
+1,383.9%
-607.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.8% |
| 7D | +0.1% | -6.0% | +6.2% | +1.7% |
| 30D | +0.1% | 0.0% | +0.1% | -0.2% |
| 3M | +2.0% | +13.1% | -11.1% | -3.3% |
| 6M | +13.0% | +11.7% | +1.3% | +6.5% |
| YTD | +13.6% | -26.1% | +39.7% | +18.7% |
| 1Y | +20.1% | -21.3% | +41.3% | +22.4% |
| 3Y | +77.6% | -46.7% | +124.4% | +97.6% |
| 5Y | +82.5% | -40.5% | +123.0% | +94.2% |
| 10Y | +316.5% | +103.9% | +212.6% | +201.5% |
| All | +776.1% | +1,383.9% | -607.8% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling