+11.7%
IVV vs MAR
+44.0%
-32.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -3.3% | +14.0% | -17.3% | -5.1% |
| 3M | -2.4% | +18.1% | -20.5% | -4.8% |
| 6M | +2.6% | +18.6% | -16.0% | -0.5% |
| YTD | +11.3% | +35.3% | -24.0% | +4.8% |
| All | +11.7% | +44.0% | -32.3% | +3.8% |
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