+774.4%
IVV vs MS
+463.8%
+310.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.4% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | -1.0% | +2.6% | -3.6% | -1.8% |
| 3M | -0.3% | -10.1% | +9.8% | +2.7% |
| 6M | +7.4% | +4.4% | +3.0% | +5.6% |
| YTD | +13.4% | +11.7% | +1.6% | +8.9% |
| 1Y | +14.8% | +20.9% | -6.1% | +7.7% |
| 3Y | +83.3% | +177.1% | -93.8% | +33.6% |
| 5Y | +76.1% | +127.7% | -51.6% | +34.7% |
| 10Y | +333.3% | +684.1% | -350.8% | +127.9% |
| All | +774.4% | +463.8% | +310.6% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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