+306.5%
IVV vs PM
+235.7%
+70.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -2.7% | -5.2% | +2.5% | -1.1% |
| 30D | -5.4% | +2.7% | -8.1% | -6.2% |
| 3M | -4.1% | +6.1% | -10.2% | -6.0% |
| 6M | +0.7% | +18.0% | -17.3% | -5.0% |
| YTD | +8.7% | +26.6% | -17.8% | -0.4% |
| 1Y | +11.0% | +36.7% | -25.7% | -1.1% |
| 3Y | +75.4% | +146.0% | -70.6% | +21.5% |
| 5Y | +68.3% | +164.1% | -95.8% | +11.8% |
| All | +306.5% | +235.7% | +70.8% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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