+735.8%
IVV vs MAR
+3,114.8%
-2,378.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | -4.8% | +4.4% | -9.2% | -6.3% |
| 30D | -5.9% | +15.5% | -21.4% | -10.9% |
| 3M | -4.5% | +15.7% | -20.3% | -9.8% |
| 6M | +1.8% | +18.2% | -16.3% | -5.0% |
| YTD | +8.4% | +35.3% | -26.9% | -4.4% |
| 1Y | +9.4% | +48.6% | -39.2% | -7.0% |
| 3Y | +75.3% | +124.3% | -49.1% | +26.0% |
| 5Y | +67.8% | +159.7% | -91.9% | +11.7% |
| 10Y | +314.2% | +555.2% | -241.0% | +74.8% |
| All | +735.8% | +3,114.8% | -2,378.9% | +60.5% |
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