+776.1%
IVV vs MDY
+978.5%
-202.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | -1.5% | +1.6% | +1.2% |
| 3M | +2.0% | +0.8% | +1.2% | +1.3% |
| 6M | +13.0% | +7.4% | +5.6% | +6.6% |
| YTD | +13.6% | +15.2% | -1.6% | +1.1% |
| 1Y | +20.1% | +16.5% | +3.5% | +5.7% |
| 3Y | +77.6% | +46.8% | +30.8% | +28.4% |
| 5Y | +82.5% | +46.0% | +36.4% | +31.6% |
| 10Y | +316.5% | +172.1% | +144.5% | +75.8% |
| All | +776.1% | +978.5% | -202.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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