+14.8%
IVV vs SMR
-87.0%
+101.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.9% |
| 7D | -0.7% | -9.5% | +8.8% | 0.0% |
| 30D | -1.0% | -33.2% | +32.2% | +1.7% |
| 3M | -0.3% | -45.9% | +45.6% | +3.5% |
| 6M | +7.4% | -57.9% | +65.2% | +12.6% |
| YTD | +13.4% | -63.8% | +77.2% | +18.5% |
| 1Y | +14.8% | -85.6% | +100.4% | +27.5% |
| All | +14.8% | -87.0% | +101.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling