+738.6%
IVV vs MAR
+3,108.5%
-2,369.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 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% | -4.0% |
| 1Y | +11.0% | +49.4% | -38.4% | -5.9% |
| 3Y | +75.4% | +124.1% | -48.6% | +26.2% |
| 5Y | +68.3% | +159.2% | -90.8% | +12.1% |
| 10Y | +315.5% | +553.9% | -238.4% | +75.5% |
| All | +738.6% | +3,108.5% | -2,369.9% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling