+72.7%
IVV vs MA
+93.0%
-20.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | -3.3% | +11.3% | -14.6% | -8.0% |
| 3M | -2.4% | +16.7% | -19.1% | -9.3% |
| 6M | +2.6% | +32.8% | -30.2% | -10.7% |
| YTD | +11.3% | +15.6% | -4.3% | +3.2% |
| 1Y | +13.4% | +19.6% | -6.1% | +3.2% |
| 3Y | +80.3% | +72.1% | +8.2% | +33.0% |
| 5Y | +72.7% | +96.0% | -23.3% | +17.6% |
| All | +72.7% | +93.0% | -20.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling