+758.4%
IVV vs LOW
+2,701.7%
-1,943.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +1.1% |
| 7D | +0.1% | +6.4% | -6.3% | -2.3% |
| 30D | -3.3% | +25.6% | -28.9% | -11.5% |
| 3M | -2.4% | +4.6% | -7.0% | -4.5% |
| 6M | +2.6% | +2.5% | +0.1% | +0.6% |
| YTD | +11.3% | -1.6% | +12.9% | +10.2% |
| 1Y | +13.4% | +1.7% | +11.7% | +10.7% |
| 3Y | +80.3% | +29.4% | +50.9% | +57.9% |
| 5Y | +72.7% | +9.6% | +63.1% | +58.9% |
| 10Y | +309.6% | +313.3% | -3.7% | +115.4% |
| All | +758.4% | +2,701.7% | -1,943.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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