+83.1%
IVV vs MO
+99.6%
-16.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | +0.6% | -0.6% | 0.0% |
| 3M | +2.0% | -1.0% | +3.0% | +1.8% |
| 6M | +13.0% | +4.3% | +8.7% | +11.8% |
| YTD | +13.6% | +23.3% | -9.7% | +9.2% |
| 1Y | +20.1% | +10.5% | +9.6% | +17.5% |
| 3Y | +77.6% | +96.3% | -18.7% | +51.0% |
| All | +83.1% | +99.6% | -16.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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