+89.2%
IVV vs S
-48.9%
+138.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.7% | +1.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | -3.3% | -10.5% | +7.2% | -2.2% |
| 3M | -2.4% | +9.9% | -12.3% | -4.2% |
| 6M | +2.6% | +41.8% | -39.2% | -3.0% |
| YTD | +11.3% | +56.8% | -45.5% | +3.3% |
| 1Y | +13.4% | +39.0% | -25.6% | +6.7% |
| 3Y | +80.3% | +53.8% | +26.5% | +63.4% |
| 5Y | +72.7% | -68.6% | +141.3% | +71.0% |
| All | +89.2% | -48.9% | +138.1% | +85.6% |
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