+237.8%
IVV vs SE
+379.8%
-142.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +2.0% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | -3.3% | -18.2% | +14.8% | -0.8% |
| 3M | -2.4% | -31.3% | +28.9% | +2.2% |
| 6M | +2.6% | -10.1% | +12.7% | +3.1% |
| YTD | +11.3% | -38.9% | +50.2% | +17.2% |
| 1Y | +13.4% | -48.0% | +61.4% | +21.9% |
| 3Y | +80.3% | +78.8% | +1.5% | +59.7% |
| 5Y | +72.7% | -77.1% | +149.8% | +88.7% |
| All | +237.8% | +379.8% | -142.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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