+75.6%
IVV vs SM
-0.4%
+76.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | +0.7% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.3% | -17.3% | +15.0% | -0.6% |
| 3M | -1.2% | -3.6% | +2.4% | -1.4% |
| 6M | +3.3% | +2.9% | +0.4% | +1.5% |
| YTD | +12.3% | +70.2% | -57.9% | +1.5% |
| 1Y | +12.5% | +66.5% | -54.0% | +1.8% |
| 3Y | +79.2% | -8.2% | +87.4% | +71.2% |
| 5Y | +75.6% | -1.5% | +77.1% | +61.5% |
| All | +75.6% | -0.4% | +76.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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