+68.2%
IVV vs MAR
+155.0%
-86.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | +4.3% | -7.0% | -4.2% |
| 30D | -5.4% | +16.8% | -22.2% | -10.7% |
| 3M | -4.1% | +16.0% | -20.1% | -9.4% |
| 6M | +0.7% | +16.5% | -15.7% | -5.5% |
| YTD | +8.7% | +35.0% | -26.3% | -4.5% |
| 1Y | +11.0% | +49.4% | -38.4% | -6.7% |
| 3Y | +75.4% | +124.1% | -48.6% | +22.5% |
| All | +68.2% | +155.0% | -86.9% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling