+738.6%
IVV vs SM
+290.4%
+448.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | -2.7% | -25.9% | +23.2% | +0.7% |
| 30D | -5.4% | -15.1% | +9.8% | -3.8% |
| 3M | -4.1% | +4.9% | -8.9% | -5.2% |
| 6M | +0.7% | +6.1% | -5.4% | -1.3% |
| YTD | +8.7% | +63.4% | -54.7% | +0.1% |
| 1Y | +11.0% | +72.5% | -61.5% | +1.3% |
| 3Y | +75.4% | -16.9% | +92.3% | +71.5% |
| 5Y | +68.3% | -10.6% | +79.0% | +57.6% |
| 10Y | +315.5% | +11.3% | +304.3% | +184.8% |
| All | +738.6% | +290.4% | +448.3% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling