+310.3%
IVV vs MAR
+529.3%
-218.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | -2.0% | +13.8% | -15.8% | -6.1% |
| 3M | -2.8% | +20.3% | -23.0% | -8.6% |
| 6M | +2.2% | +21.3% | -19.2% | -4.6% |
| YTD | +11.5% | +37.2% | -25.7% | -0.5% |
| 1Y | +13.5% | +48.4% | -35.0% | -1.5% |
| 3Y | +78.1% | +120.1% | -42.0% | +34.4% |
| 5Y | +73.1% | +182.1% | -109.0% | +18.8% |
| All | +310.3% | +529.3% | -218.9% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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