+11.7%
IVV vs MKC
-23.7%
+35.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.3% |
| 7D | +0.1% | -1.9% | +2.0% | 0.0% |
| 30D | -3.3% | +8.0% | -11.3% | -2.9% |
| 3M | -2.4% | -8.6% | +6.2% | -2.8% |
| 6M | +2.6% | +1.1% | +1.6% | +3.0% |
| YTD | +11.3% | -27.7% | +39.0% | +9.9% |
| All | +11.7% | -23.7% | +35.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling