+89.8%
IVV vs SMR
+11.2%
+78.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +15.3% | -15.9% | -1.4% |
| 7D | +0.5% | +21.4% | -20.9% | -0.6% |
| 30D | -1.0% | +13.8% | -14.8% | -1.8% |
| 3M | +3.9% | +3.9% | -0.1% | +3.1% |
| 6M | +14.5% | -4.2% | +18.7% | +13.6% |
| YTD | +12.9% | -21.1% | +34.0% | +12.6% |
| 1Y | +19.4% | -67.1% | +86.4% | +23.2% |
| 3Y | +78.8% | +88.9% | -10.0% | +61.4% |
| All | +89.8% | +11.2% | +78.5% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling