+615.9%
IVV vs MSCI
+3,169.6%
-2,553.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.5% |
| 7D | -4.8% | +6.0% | -10.8% | -6.7% |
| 30D | -5.9% | +18.2% | -24.1% | -11.3% |
| 3M | -4.5% | +15.1% | -19.6% | -9.3% |
| 6M | +1.8% | +13.7% | -11.9% | -3.6% |
| YTD | +8.4% | +15.6% | -7.2% | +1.3% |
| 1Y | +9.4% | +16.3% | -6.9% | +1.9% |
| 3Y | +75.3% | +36.9% | +38.4% | +50.6% |
| 5Y | +67.8% | +6.3% | +61.5% | +53.8% |
| 10Y | +314.2% | +823.0% | -508.8% | +75.4% |
| All | +615.9% | +3,169.6% | -2,553.7% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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