+776.1%
IVV vs SM
+375.5%
+400.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | +26.3% | -26.2% | -2.9% |
| 3M | +2.0% | +8.7% | -6.7% | +0.4% |
| 6M | +13.0% | +51.7% | -38.6% | +6.0% |
| YTD | +13.6% | +99.0% | -85.5% | +2.6% |
| 1Y | +20.1% | +34.6% | -14.5% | +13.4% |
| 3Y | +77.6% | -7.8% | +85.4% | +72.0% |
| 5Y | +82.5% | +104.8% | -22.3% | +54.4% |
| 10Y | +316.5% | +7.2% | +309.3% | +190.0% |
| All | +776.1% | +375.5% | +400.7% | +262.8% |
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