+776.1%
IVV vs MKSI
+657.8%
+118.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | +0.1% | -16.8% | +16.9% | +4.1% |
| 3M | +2.0% | -21.1% | +23.1% | +5.7% |
| 6M | +13.0% | +10.8% | +2.2% | +7.2% |
| YTD | +13.6% | +63.3% | -49.7% | -2.5% |
| 1Y | +20.1% | +157.0% | -136.9% | -8.6% |
| 3Y | +77.6% | +163.7% | -86.1% | +27.1% |
| 5Y | +82.5% | +82.0% | +0.5% | +38.0% |
| 10Y | +316.5% | +467.2% | -150.7% | +125.3% |
| All | +776.1% | +657.8% | +118.3% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling