+309.6%
IVV vs PM
+228.8%
+80.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.1% |
| 7D | +0.1% | -7.3% | +7.4% | +2.3% |
| 30D | -3.3% | -4.0% | +0.7% | -2.3% |
| 3M | -2.4% | +2.7% | -5.1% | -3.5% |
| 6M | +2.6% | +14.9% | -12.3% | -2.6% |
| YTD | +11.3% | +23.5% | -12.2% | +2.6% |
| 1Y | +13.4% | +30.4% | -16.9% | +2.6% |
| 3Y | +80.3% | +143.2% | -62.9% | +24.9% |
| 5Y | +72.7% | +159.5% | -86.8% | +14.9% |
| 10Y | +309.6% | +234.7% | +75.0% | +140.7% |
| All | +309.6% | +228.8% | +80.9% | +140.7% |
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