+306.5%
IVV vs P
+713.7%
-407.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.3% |
| 7D | -2.7% | -23.8% | +21.1% | +1.9% |
| 30D | -5.4% | -36.6% | +31.3% | +2.1% |
| 3M | -4.1% | +10.9% | -14.9% | -7.5% |
| 6M | +0.7% | +30.0% | -29.3% | -7.1% |
| YTD | +8.7% | +44.4% | -35.6% | -2.6% |
| 1Y | +11.0% | +3.9% | +7.0% | +4.5% |
| 3Y | +75.4% | +176.6% | -101.2% | +26.5% |
| 5Y | +68.3% | +249.3% | -180.9% | +11.9% |
| All | +306.5% | +713.7% | -407.2% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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