+760.2%
IVV vs NYT
+169.2%
+591.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +2.6% | +6.5% | -3.9% | +0.9% |
| 30D | -2.0% | +8.4% | -10.4% | -4.1% |
| 3M | -2.8% | +13.9% | -16.7% | -6.4% |
| 6M | +2.2% | -4.8% | +7.0% | +2.4% |
| YTD | +11.5% | +6.2% | +5.4% | +8.1% |
| 1Y | +13.5% | +14.3% | -0.8% | +7.9% |
| 3Y | +78.1% | +73.6% | +4.5% | +49.5% |
| 5Y | +73.1% | +60.6% | +12.5% | +45.1% |
| 10Y | +310.4% | +550.8% | -240.3% | +126.8% |
| All | +760.2% | +169.2% | +591.0% | +427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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