+84.9%
IVV vs S
-52.7%
+137.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.7% | -13.4% | +10.7% | -1.0% |
| 30D | -5.4% | -14.0% | +8.6% | -3.7% |
| 3M | -4.1% | +4.9% | -8.9% | -5.3% |
| 6M | +0.7% | +42.0% | -41.3% | -4.8% |
| YTD | +8.7% | +45.1% | -36.4% | +1.9% |
| 1Y | +11.0% | +33.1% | -22.1% | +5.0% |
| 3Y | +75.4% | +40.6% | +34.8% | +60.8% |
| 5Y | +68.3% | -67.5% | +135.8% | +67.5% |
| All | +84.9% | -52.7% | +137.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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