+738.1%
IVV vs MA
+17,925.8%
-17,187.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.4% |
| 7D | -4.8% | +3.2% | -7.9% | -6.0% |
| 30D | -5.9% | +15.9% | -21.9% | -11.4% |
| 3M | -4.5% | +15.2% | -19.7% | -10.0% |
| 6M | +1.8% | +32.4% | -30.5% | -9.5% |
| YTD | +8.4% | +15.6% | -7.3% | +1.1% |
| 1Y | +9.4% | +19.3% | -9.9% | +0.7% |
| 3Y | +75.3% | +73.0% | +2.3% | +38.2% |
| 5Y | +67.8% | +93.7% | -26.0% | +25.2% |
| 10Y | +314.2% | +575.0% | -260.8% | +91.4% |
| All | +738.1% | +17,925.8% | -17,187.6% | +76.5% |
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