+867.6%
IVV vs MKTX
+1,471.0%
-603.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +0.2% | +2.3% | +2.5% |
| 30D | -2.0% | +0.9% | -2.9% | -2.2% |
| 3M | -2.8% | +2.6% | -5.4% | -3.3% |
| 6M | +2.2% | +20.4% | -18.3% | -2.6% |
| YTD | +11.5% | -7.1% | +18.6% | +11.7% |
| 1Y | +13.5% | -2.8% | +16.3% | +12.5% |
| 3Y | +78.1% | -21.7% | +99.8% | +80.1% |
| 5Y | +73.1% | -54.5% | +127.6% | +92.4% |
| 10Y | +310.4% | +13.0% | +297.5% | +262.4% |
| All | +867.6% | +1,471.0% | -603.4% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling