+312.0%
IVV vs MTB
+113.8%
+198.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.7% | +0.8% | -3.5% | -2.9% |
| 3M | -1.7% | -12.8% | +11.1% | +2.6% |
| 6M | +3.2% | +6.7% | -3.5% | +0.7% |
| YTD | +12.0% | +11.3% | +0.7% | +7.6% |
| 1Y | +12.1% | +20.2% | -8.0% | +5.0% |
| 3Y | +78.6% | +103.8% | -25.1% | +38.9% |
| 5Y | +73.8% | +60.9% | +13.0% | +42.3% |
| All | +312.0% | +113.8% | +198.2% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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