+735.8%
IVV vs RF
+306.6%
+429.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.9% |
| 7D | -4.8% | -1.6% | -3.1% | -4.4% |
| 30D | -5.9% | +5.0% | -10.9% | -7.0% |
| 3M | -4.5% | -10.0% | +5.5% | -2.2% |
| 6M | +1.8% | +3.3% | -1.5% | +0.8% |
| YTD | +8.4% | +7.9% | +0.4% | +5.9% |
| 1Y | +9.4% | +21.2% | -11.8% | +4.0% |
| 3Y | +75.3% | +105.8% | -30.6% | +45.4% |
| 5Y | +67.8% | +43.7% | +24.0% | +48.9% |
| 10Y | +314.2% | +289.4% | +24.7% | +178.2% |
| All | +735.8% | +306.6% | +429.3% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling