+776.1%
IVV vs MTB
+1,082.4%
-306.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +0.1% | -4.2% | +4.3% | +1.6% |
| 3M | +2.0% | +8.9% | -6.9% | -1.3% |
| 6M | +13.0% | +10.9% | +2.2% | +8.5% |
| YTD | +13.6% | +21.5% | -7.9% | +5.2% |
| 1Y | +20.1% | +21.9% | -1.8% | +10.8% |
| 3Y | +77.6% | +109.2% | -31.6% | +31.6% |
| 5Y | +82.5% | +102.0% | -19.5% | +32.3% |
| 10Y | +316.5% | +171.9% | +144.6% | +147.4% |
| All | +776.1% | +1,082.4% | -306.3% | +182.7% |
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