+313.6%
IVV vs MXL
+284.4%
+29.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -2.0% | +16.6% | -18.6% | -4.0% |
| 30D | -1.6% | +0.5% | -2.1% | -2.2% |
| 3M | +4.8% | -3.6% | +8.4% | +2.0% |
| 6M | +12.6% | +328.0% | -315.5% | -18.2% |
| YTD | +11.8% | +297.8% | -286.0% | -18.2% |
| 1Y | +17.6% | +339.4% | -321.9% | -16.3% |
| 3Y | +77.0% | +201.7% | -124.7% | +22.1% |
| 5Y | +82.6% | +32.8% | +49.8% | +40.6% |
| All | +313.6% | +284.4% | +29.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MXL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling