+307.4%
IVV vs PM
+242.6%
+64.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -0.6% | -6.6% | +6.0% | +1.4% |
| 30D | -3.7% | -3.4% | -0.2% | -2.8% |
| 3M | -2.7% | +5.3% | -8.1% | -4.5% |
| 6M | +2.2% | +15.5% | -13.3% | -3.1% |
| YTD | +10.9% | +24.3% | -13.4% | +2.0% |
| 1Y | +11.3% | +29.7% | -18.4% | +0.8% |
| 3Y | +76.9% | +144.9% | -68.0% | +22.0% |
| 5Y | +73.5% | +159.0% | -85.5% | +15.4% |
| 10Y | +307.4% | +250.9% | +56.5% | +135.4% |
| All | +307.4% | +242.6% | +64.8% | +135.4% |
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