+305.2%
IVV vs RF
+280.8%
+24.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | -4.8% | -1.6% | -3.1% | -4.2% |
| 30D | -5.9% | +5.0% | -10.9% | -7.4% |
| 3M | -4.5% | -10.0% | +5.5% | -1.4% |
| 6M | +1.8% | +3.3% | -1.5% | +0.4% |
| YTD | +8.4% | +7.9% | +0.4% | +5.0% |
| 1Y | +9.4% | +21.2% | -11.8% | +2.0% |
| 3Y | +75.3% | +105.8% | -30.6% | +35.2% |
| 5Y | +67.8% | +43.7% | +24.0% | +41.8% |
| All | +305.2% | +280.8% | +24.4% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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