+313.4%
IVV vs MA
+574.5%
-261.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -0.9% | -1.8% | +0.9% | 0.0% |
| 30D | -2.3% | +11.0% | -13.4% | -7.4% |
| 3M | -1.2% | +17.9% | -19.0% | -9.1% |
| 6M | +3.3% | +33.2% | -29.8% | -11.0% |
| YTD | +12.3% | +16.5% | -4.2% | +2.8% |
| 1Y | +12.5% | +19.1% | -6.6% | +1.7% |
| 3Y | +79.2% | +70.6% | +8.6% | +33.0% |
| 5Y | +75.6% | +92.1% | -16.5% | +20.6% |
| 10Y | +313.4% | +569.6% | -256.2% | +63.7% |
| All | +313.4% | +574.5% | -261.1% | +63.7% |
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