+709.5%
IVV vs PM
+841.2%
-131.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -2.5% |
| 7D | -4.8% | -3.4% | -1.4% | -3.4% |
| 30D | -5.9% | +5.8% | -11.8% | -8.3% |
| 3M | -4.5% | +6.7% | -11.2% | -7.5% |
| 6M | +1.8% | +19.9% | -18.1% | -7.0% |
| YTD | +8.4% | +27.8% | -19.4% | -4.6% |
| 1Y | +9.4% | +39.4% | -30.0% | -7.6% |
| 3Y | +75.3% | +146.9% | -71.6% | +8.2% |
| 5Y | +67.8% | +166.6% | -98.9% | -2.2% |
| 10Y | +314.2% | +242.1% | +72.1% | +97.9% |
| All | +709.5% | +841.2% | -131.7% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling