+309.6%
IVV vs MTB
+136.2%
+173.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.6% |
| 7D | +0.1% | -0.8% | +0.8% | +0.4% |
| 30D | -3.3% | +2.4% | -5.7% | -4.1% |
| 3M | -2.4% | -10.5% | +8.1% | +1.0% |
| 6M | +2.6% | +6.4% | -3.8% | +0.3% |
| YTD | +11.3% | +12.8% | -1.5% | +6.5% |
| 1Y | +13.4% | +23.3% | -9.8% | +5.4% |
| 3Y | +80.3% | +108.2% | -28.0% | +39.3% |
| 5Y | +72.7% | +68.6% | +4.1% | +39.2% |
| 10Y | +309.6% | +125.3% | +184.4% | +202.1% |
| All | +309.6% | +136.2% | +173.4% | +202.1% |
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