+738.6%
IVV vs IVZ
+139.0%
+599.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | -5.4% | -11.2% | +5.8% | -2.0% |
| 3M | -4.1% | -14.0% | +9.9% | +0.3% |
| 6M | +0.7% | +0.5% | +0.3% | -0.1% |
| YTD | +8.7% | +5.4% | +3.3% | +5.6% |
| 1Y | +11.0% | +19.5% | -8.5% | +3.5% |
| 3Y | +75.4% | +128.7% | -53.3% | +29.9% |
| 5Y | +68.3% | +28.8% | +39.6% | +45.3% |
| 10Y | +315.5% | +52.3% | +263.2% | +208.9% |
| All | +738.6% | +139.0% | +599.6% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling