+313.6%
IVV vs MKTX
+5.1%
+308.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | -1.6% | +0.8% | -2.5% | -1.8% |
| 3M | +4.8% | +41.1% | -36.4% | -2.6% |
| 6M | +12.6% | -9.5% | +22.1% | +14.0% |
| YTD | +11.8% | -8.7% | +20.5% | +12.8% |
| 1Y | +17.6% | -10.0% | +27.5% | +18.7% |
| 3Y | +77.0% | -24.6% | +101.6% | +80.1% |
| 5Y | +82.6% | -60.3% | +142.9% | +111.5% |
| All | +313.6% | +5.1% | +308.5% | +289.4% |
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