+755.3%
IVV vs MKC
+900.9%
-145.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.5% |
| 7D | -0.6% | -2.4% | +1.8% | +0.2% |
| 30D | -3.7% | +5.4% | -9.0% | -5.8% |
| 3M | -2.7% | -11.1% | +8.4% | +0.9% |
| 6M | +2.2% | -1.4% | +3.6% | +1.4% |
| YTD | +10.9% | -29.4% | +40.3% | +23.2% |
| 1Y | +11.3% | -24.7% | +36.0% | +20.4% |
| 3Y | +76.9% | -21.8% | +98.7% | +83.6% |
| 5Y | +73.5% | -36.0% | +109.5% | +91.0% |
| 10Y | +307.4% | +24.9% | +282.5% | +221.8% |
| All | +755.3% | +900.9% | -145.6% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling