+776.1%
IVV vs MKC
+1,004.0%
-227.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +0.1% | -5.9% | +6.0% | +2.3% |
| 30D | +0.1% | -0.9% | +0.9% | +0.3% |
| 3M | +2.0% | +12.7% | -10.7% | -3.1% |
| 6M | +13.0% | -19.3% | +32.3% | +21.0% |
| YTD | +13.6% | -22.2% | +35.8% | +22.5% |
| 1Y | +20.1% | -23.3% | +43.4% | +29.6% |
| 3Y | +77.6% | -30.0% | +107.6% | +94.4% |
| 5Y | +82.5% | -33.8% | +116.2% | +100.2% |
| 10Y | +316.5% | +24.4% | +292.1% | +233.7% |
| All | +776.1% | +1,004.0% | -227.9% | +244.0% |
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