+310.3%
IVV vs IVZ
+42.6%
+267.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +2.6% | +6.8% | -4.2% | +0.4% |
| 30D | -2.0% | +3.5% | -5.5% | -3.2% |
| 3M | -2.8% | -10.0% | +7.3% | +0.3% |
| 6M | +2.2% | +4.5% | -2.3% | 0.0% |
| YTD | +11.5% | +12.6% | -1.1% | +5.8% |
| 1Y | +13.5% | +24.4% | -10.9% | +4.0% |
| 3Y | +78.1% | +150.6% | -72.5% | +25.5% |
| 5Y | +73.1% | +35.7% | +37.4% | +44.9% |
| All | +310.3% | +42.6% | +267.8% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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