+165.4%
IVV vs MP
+291.5%
-126.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | +2.6% | +9.5% | -6.9% | +1.8% |
| 30D | -2.0% | -3.0% | +1.0% | -1.8% |
| 3M | -2.8% | -30.4% | +27.6% | 0.0% |
| 6M | +2.2% | -39.2% | +41.3% | +5.7% |
| YTD | +11.5% | -23.3% | +34.8% | +12.2% |
| 1Y | +13.5% | -32.6% | +46.1% | +15.2% |
| 3Y | +78.1% | +159.3% | -81.2% | +49.0% |
| 5Y | +73.1% | -16.4% | +89.6% | +58.4% |
| All | +165.4% | +291.5% | -126.2% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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