+68.2%
IVV vs M
-11.5%
+79.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.1% |
| 7D | -2.7% | -4.3% | +1.6% | -2.1% |
| 30D | -5.4% | +1.3% | -6.6% | -5.7% |
| 3M | -4.1% | -7.4% | +3.3% | -3.1% |
| 6M | +0.7% | +18.3% | -17.6% | -2.7% |
| YTD | +8.7% | +7.6% | +1.2% | +6.3% |
| 1Y | +11.0% | +17.4% | -6.4% | +6.7% |
| 3Y | +75.4% | +108.4% | -32.9% | +45.9% |
| All | +68.2% | -11.5% | +79.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling