+79.4%
IVV vs MCO
+54.0%
+25.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -0.9% | -2.5% | +1.6% | -0.1% |
| 30D | -2.3% | +9.4% | -11.8% | -5.2% |
| 3M | -1.2% | +8.3% | -9.5% | -3.9% |
| 6M | +3.3% | +15.4% | -12.0% | -2.2% |
| YTD | +12.3% | +1.5% | +10.9% | +11.3% |
| 1Y | +12.5% | +5.4% | +7.2% | +9.5% |
| All | +79.4% | +54.0% | +25.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling