+230.6%
IVV vs MDB
+823.0%
-592.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.2% | +2.8% | -3.5% |
| 7D | -4.8% | -20.9% | +16.1% | -1.9% |
| 30D | -5.9% | -15.6% | +9.6% | -4.1% |
| 3M | -4.5% | -19.1% | +14.5% | -2.9% |
| 6M | +1.8% | +14.2% | -12.4% | -1.9% |
| YTD | +8.4% | -27.4% | +35.8% | +9.7% |
| 1Y | +9.4% | -13.0% | +22.4% | +7.6% |
| 3Y | +75.3% | -11.2% | +86.5% | +63.3% |
| 5Y | +67.8% | -45.2% | +112.9% | +55.3% |
| All | +230.6% | +823.0% | -592.4% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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