+758.4%
IVV vs MKC
+925.8%
-167.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | -3.3% | +8.0% | -11.3% | -6.3% |
| 3M | -2.4% | -8.6% | +6.2% | +0.2% |
| 6M | +2.6% | +1.1% | +1.6% | +0.8% |
| YTD | +11.3% | -27.7% | +39.0% | +22.6% |
| 1Y | +13.4% | -23.7% | +37.2% | +22.2% |
| 3Y | +80.3% | -19.4% | +99.7% | +85.0% |
| 5Y | +72.7% | -33.3% | +106.1% | +87.2% |
| 10Y | +309.6% | +24.0% | +285.6% | +225.3% |
| All | +758.4% | +925.8% | -167.4% | +244.4% |
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