+76.9%
IVV vs MKSI
+191.6%
-114.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.4% | +6.6% | -7.0% | -1.6% |
| 30D | -1.4% | -8.2% | +6.9% | 0.0% |
| 3M | +3.7% | -16.4% | +20.1% | +5.4% |
| 6M | +13.0% | +23.0% | -9.9% | +5.7% |
| YTD | +12.4% | +68.2% | -55.7% | -2.2% |
| 1Y | +18.6% | +148.6% | -130.0% | -6.2% |
| All | +76.9% | +191.6% | -114.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling