+738.6%
IVV vs MTB
+973.5%
-234.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | -5.4% | +0.5% | -5.9% | -5.6% |
| 3M | -4.1% | -12.4% | +8.3% | +0.5% |
| 6M | +0.7% | +1.5% | -0.8% | -0.2% |
| YTD | +8.7% | +10.3% | -1.6% | +4.2% |
| 1Y | +11.0% | +22.2% | -11.2% | +2.4% |
| 3Y | +75.4% | +96.9% | -21.5% | +33.2% |
| 5Y | +68.3% | +64.3% | +4.0% | +32.1% |
| 10Y | +315.5% | +137.8% | +177.7% | +159.4% |
| All | +738.6% | +973.5% | -234.9% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling