+735.8%
IVV vs M
+141.7%
+594.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -3.2% |
| 7D | -4.8% | -2.1% | -2.6% | -4.4% |
| 30D | -5.9% | +7.7% | -13.6% | -7.5% |
| 3M | -4.5% | -4.4% | -0.2% | -4.0% |
| 6M | +1.8% | +27.5% | -25.7% | -4.2% |
| YTD | +8.4% | +12.8% | -4.4% | +4.1% |
| 1Y | +9.4% | +20.7% | -11.3% | +3.3% |
| 3Y | +75.3% | +111.3% | -36.0% | +39.3% |
| 5Y | +67.8% | -6.3% | +74.1% | +50.1% |
| 10Y | +314.2% | +1.5% | +312.7% | +201.7% |
| All | +735.8% | +141.7% | +594.2% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling