+312.0%
IVV vs MKTX
+12.8%
+299.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -2.7% | +0.9% | -3.6% | -2.8% |
| 3M | -1.7% | +2.5% | -4.2% | -2.1% |
| 6M | +3.2% | +18.6% | -15.4% | -0.8% |
| YTD | +12.0% | -7.1% | +19.1% | +12.7% |
| 1Y | +12.1% | -0.3% | +12.5% | +11.1% |
| 3Y | +78.6% | -22.3% | +100.9% | +81.2% |
| 5Y | +73.8% | -54.5% | +128.3% | +95.0% |
| All | +312.0% | +12.8% | +299.2% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling