+67.8%
IVV vs S
-69.2%
+137.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.8% | +4.4% | -3.2% |
| 7D | -4.8% | -16.7% | +11.9% | -2.5% |
| 30D | -5.9% | -17.0% | +11.1% | -3.8% |
| 3M | -4.5% | +2.0% | -6.5% | -5.5% |
| 6M | +1.8% | +35.1% | -33.2% | -3.5% |
| YTD | +8.4% | +42.8% | -34.4% | +1.4% |
| 1Y | +9.4% | +27.7% | -18.3% | +3.7% |
| 3Y | +75.3% | +33.0% | +42.3% | +60.7% |
| 5Y | +67.8% | -68.0% | +135.8% | +71.1% |
| All | +67.8% | -69.2% | +137.0% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling