+73.5%
IVV vs S
-67.7%
+141.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | -3.7% | -10.8% | +7.2% | -2.4% |
| 3M | -2.7% | +5.4% | -8.1% | -4.1% |
| 6M | +2.2% | +41.2% | -39.0% | -3.6% |
| YTD | +10.9% | +56.2% | -45.3% | +2.4% |
| 1Y | +11.3% | +36.3% | -25.0% | +4.6% |
| 3Y | +76.9% | +49.4% | +27.5% | +59.5% |
| 5Y | +73.5% | -66.9% | +140.3% | +78.5% |
| All | +73.5% | -67.7% | +141.2% | +78.5% |
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