+12.1%
IVV vs MAR
+46.9%
-34.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +3.3% | +1.8% | +1.6% | +3.1% |
| 30D | -2.7% | +14.3% | -17.0% | -4.5% |
| 3M | -1.7% | +20.0% | -21.7% | -4.4% |
| 6M | +3.2% | +21.7% | -18.6% | -0.5% |
| YTD | +12.0% | +37.7% | -25.7% | +5.1% |
| 1Y | +12.1% | +46.8% | -34.7% | +4.0% |
| All | +12.1% | +46.9% | -34.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling