+310.3%
IVV vs MCO
+453.0%
-142.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -2.0% | +9.8% | -11.8% | -6.5% |
| 3M | -2.8% | +4.3% | -7.0% | -5.1% |
| 6M | +2.2% | +16.5% | -14.3% | -6.2% |
| YTD | +11.5% | +0.1% | +11.4% | +9.2% |
| 1Y | +13.5% | +4.4% | +9.0% | +8.6% |
| 3Y | +78.1% | +51.6% | +26.5% | +37.6% |
| 5Y | +73.1% | +36.7% | +36.4% | +38.0% |
| All | +310.3% | +453.0% | -142.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling