+306.5%
IVV vs MA
+561.7%
-255.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -2.7% | +2.3% | -5.0% | -3.8% |
| 30D | -5.4% | +14.7% | -20.0% | -11.7% |
| 3M | -4.1% | +13.5% | -17.6% | -10.2% |
| 6M | +0.7% | +33.1% | -32.4% | -13.3% |
| YTD | +8.7% | +15.1% | -6.3% | +0.1% |
| 1Y | +11.0% | +18.7% | -7.8% | +0.4% |
| 3Y | +75.4% | +72.1% | +3.4% | +29.6% |
| 5Y | +68.3% | +92.8% | -24.5% | +15.3% |
| All | +306.5% | +561.7% | -255.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling