+87.4%
IVV vs SMR
-53.6%
+141.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | +2.6% | -8.3% | +10.8% | +3.0% |
| 30D | -2.0% | -20.1% | +18.1% | -1.0% |
| 3M | -2.8% | -52.7% | +49.9% | +0.7% |
| 6M | +2.2% | -61.0% | +63.2% | +6.4% |
| YTD | +11.5% | -67.1% | +78.6% | +16.1% |
| 1Y | +13.5% | -79.9% | +93.4% | +20.8% |
| 3Y | +78.1% | +101.7% | -23.6% | +57.7% |
| All | +87.4% | -53.6% | +141.1% | +84.7% |
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