+760.2%
IVV vs MKSI
+527.8%
+232.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | +2.6% | +12.2% | -9.6% | -0.3% |
| 30D | -2.0% | -8.0% | +6.0% | -0.6% |
| 3M | -2.8% | -29.5% | +26.8% | +4.3% |
| 6M | +2.2% | -31.9% | +34.1% | +8.3% |
| YTD | +11.5% | +35.3% | -23.8% | -0.9% |
| 1Y | +13.5% | +50.3% | -36.8% | -1.8% |
| 3Y | +78.1% | +216.4% | -138.3% | +20.7% |
| 5Y | +73.1% | +34.4% | +38.7% | +39.4% |
| 10Y | +310.4% | +348.6% | -38.2% | +132.4% |
| All | +760.2% | +527.8% | +232.4% | +230.2% |
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