+738.6%
IVV vs MDY
+928.4%
-189.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | -2.7% | -1.7% | -1.0% | -1.4% |
| 30D | -5.4% | -0.9% | -4.4% | -4.6% |
| 3M | -4.1% | -5.7% | +1.7% | +0.6% |
| 6M | +0.7% | -2.9% | +3.6% | +3.1% |
| YTD | +8.7% | +9.8% | -1.1% | +0.6% |
| 1Y | +11.0% | +13.5% | -2.5% | -0.1% |
| 3Y | +75.4% | +51.9% | +23.5% | +23.5% |
| 5Y | +68.3% | +32.0% | +36.3% | +31.7% |
| 10Y | +315.5% | +176.5% | +139.1% | +73.0% |
| All | +738.6% | +928.4% | -189.7% | +9.0% |
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