+365.3%
IVV vs P
+485.4%
-120.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.1% | +6.5% | -6.4% | -1.0% |
| 30D | +0.1% | +18.8% | -18.8% | -3.5% |
| 3M | +2.0% | +26.7% | -24.8% | -3.2% |
| 6M | +13.0% | +62.2% | -49.1% | +1.7% |
| YTD | +13.6% | +48.5% | -34.9% | +3.1% |
| 1Y | +20.1% | +26.4% | -6.3% | +10.5% |
| 3Y | +77.6% | +159.4% | -81.8% | +35.0% |
| 5Y | +82.5% | +275.8% | -193.3% | +25.9% |
| 10Y | +316.5% | +732.0% | -415.5% | +142.3% |
| All | +365.3% | +485.4% | -120.1% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling