+82.3%
IVV vs MKTX
-61.3%
+143.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | -1.4% | +1.0% | -2.3% | -1.5% |
| 3M | +3.7% | +40.8% | -37.1% | -1.3% |
| 6M | +13.0% | -10.9% | +23.9% | +14.7% |
| YTD | +12.4% | -8.6% | +21.0% | +13.5% |
| 1Y | +18.6% | -11.6% | +30.2% | +20.3% |
| 3Y | +78.1% | -24.5% | +102.6% | +80.3% |
| 5Y | +82.3% | -60.7% | +143.0% | +99.1% |
| All | +82.3% | -61.3% | +143.6% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling