+76.9%
IVV vs SPG
+136.6%
-59.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.6% | +5.6% | -6.2% | -2.3% |
| 30D | -3.7% | +17.6% | -21.2% | -8.6% |
| 3M | -2.7% | +7.5% | -10.2% | -5.0% |
| 6M | +2.2% | +18.5% | -16.3% | -3.9% |
| YTD | +10.9% | +30.9% | -20.0% | +0.2% |
| 1Y | +11.3% | +34.1% | -22.8% | -0.4% |
| 3Y | +76.9% | +135.5% | -58.6% | +31.7% |
| All | +76.9% | +136.6% | -59.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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