+83.1%
IVV vs RF
+89.8%
-6.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +0.1% | -3.6% | +3.7% | +1.2% |
| 3M | +2.0% | +8.1% | -6.1% | -0.7% |
| 6M | +13.0% | +11.5% | +1.6% | +8.8% |
| YTD | +13.6% | +15.6% | -2.0% | +7.7% |
| 1Y | +20.1% | +15.7% | +4.4% | +13.6% |
| 3Y | +77.6% | +86.9% | -9.3% | +41.0% |
| All | +83.1% | +89.8% | -6.8% | +42.5% |
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