+269.1%
IVV vs MGY
+199.8%
+69.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.1% | +2.1% | -2.0% | -0.3% |
| 30D | +0.1% | +13.8% | -13.7% | -2.3% |
| 3M | +2.0% | -4.3% | +6.3% | +2.4% |
| 6M | +13.0% | -5.1% | +18.1% | +13.1% |
| YTD | +13.6% | +24.8% | -11.2% | +7.8% |
| 1Y | +20.1% | +11.8% | +8.3% | +16.1% |
| 3Y | +77.6% | +23.5% | +54.1% | +66.0% |
| 5Y | +82.5% | +87.5% | -5.0% | +53.5% |
| All | +269.1% | +199.8% | +69.3% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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