+778.5%
IVV vs MA
+15,793.6%
-15,015.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +1.2% |
| 30D | +0.1% | +1.5% | -1.5% | -0.6% |
| 3M | +2.0% | +20.4% | -18.4% | -5.6% |
| 6M | +13.0% | +11.1% | +1.9% | +7.6% |
| YTD | +13.6% | +2.0% | +11.6% | +11.7% |
| 1Y | +20.1% | -2.2% | +22.2% | +19.7% |
| 3Y | +77.6% | +41.9% | +35.7% | +51.8% |
| 5Y | +82.5% | +75.4% | +7.1% | +41.6% |
| 10Y | +316.5% | +527.5% | -211.0% | +99.0% |
| All | +778.5% | +15,793.6% | -15,015.0% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling