+83.1%
IVV vs PR
+433.6%
-350.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.1% | +2.9% | -2.8% | -0.3% |
| 30D | +0.1% | +18.0% | -18.0% | -2.3% |
| 3M | +2.0% | +16.9% | -14.9% | -0.5% |
| 6M | +13.0% | +28.2% | -15.2% | +8.3% |
| YTD | +13.6% | +69.3% | -55.7% | +4.1% |
| 1Y | +20.1% | +69.5% | -49.4% | +9.7% |
| 3Y | +77.6% | +81.7% | -4.1% | +57.6% |
| All | +83.1% | +433.6% | -350.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling