+75.6%
IVV vs RF
+45.4%
+30.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -2.3% | +4.6% | -7.0% | -3.8% |
| 3M | -1.2% | -8.4% | +7.3% | +1.6% |
| 6M | +3.3% | +8.9% | -5.5% | +0.1% |
| YTD | +12.3% | +8.8% | +3.5% | +8.5% |
| 1Y | +12.5% | +18.9% | -6.4% | +5.4% |
| 3Y | +79.2% | +116.0% | -36.8% | +35.0% |
| 5Y | +75.6% | +46.0% | +29.6% | +48.7% |
| All | +75.6% | +45.4% | +30.2% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling