+75.4%
IVV vs SMR
+43.9%
+31.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +16.2% | -15.9% | -0.5% |
| 7D | -2.7% | -9.6% | +6.9% | -2.3% |
| 30D | -5.4% | -33.8% | +28.4% | -3.6% |
| 3M | -4.1% | -46.4% | +42.3% | -1.5% |
| 6M | +0.7% | -62.4% | +63.2% | +4.7% |
| YTD | +8.7% | -64.1% | +72.9% | +12.4% |
| 1Y | +11.0% | -84.3% | +95.3% | +18.7% |
| 3Y | +75.4% | +55.8% | +19.6% | +67.9% |
| All | +75.4% | +43.9% | +31.5% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling