+776.1%
IVV vs IVZ
+191.9%
+584.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | +4.0% | -3.9% | -1.2% |
| 3M | +2.0% | +18.2% | -16.2% | -3.5% |
| 6M | +13.0% | +32.8% | -19.8% | +2.8% |
| YTD | +13.6% | +28.7% | -15.2% | +3.9% |
| 1Y | +20.1% | +55.4% | -35.3% | +3.3% |
| 3Y | +77.6% | +135.2% | -57.6% | +30.4% |
| 5Y | +82.5% | +64.2% | +18.3% | +45.9% |
| 10Y | +316.5% | +64.6% | +251.9% | +202.4% |
| All | +776.1% | +191.9% | +584.2% | +321.9% |
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