+83.1%
IVV vs M
+27.3%
+55.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +0.1% | +4.7% | -4.6% | -0.6% |
| 30D | +0.1% | -9.6% | +9.7% | +1.6% |
| 3M | +2.0% | +0.9% | +1.1% | +1.5% |
| 6M | +13.0% | +22.3% | -9.2% | +8.9% |
| YTD | +13.6% | +6.5% | +7.1% | +11.5% |
| 1Y | +20.1% | +38.8% | -18.7% | +12.7% |
| 3Y | +77.6% | +115.9% | -38.3% | +48.3% |
| All | +83.1% | +27.3% | +55.8% | +63.3% |
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