+82.3%
IVV vs MCO
+29.3%
+53.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -0.4% | -3.1% | +2.8% | +1.0% |
| 30D | -1.4% | -0.5% | -0.8% | -1.3% |
| 3M | +3.7% | +5.7% | -2.0% | +0.6% |
| 6M | +13.0% | +3.0% | +10.0% | +10.5% |
| YTD | +12.4% | -6.5% | +18.9% | +14.2% |
| 1Y | +18.6% | -5.8% | +24.4% | +19.5% |
| 3Y | +78.1% | +43.1% | +35.0% | +42.5% |
| 5Y | +82.3% | +29.5% | +52.8% | +46.7% |
| All | +82.3% | +29.3% | +53.0% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling