+738.6%
IVV vs SPG
+3,088.3%
-2,349.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.7% | +4.9% | -7.6% | -4.1% |
| 30D | -5.4% | +15.6% | -21.0% | -9.6% |
| 3M | -4.1% | +4.1% | -8.1% | -5.4% |
| 6M | +0.7% | +13.6% | -12.8% | -3.5% |
| YTD | +8.7% | +27.5% | -18.8% | +0.3% |
| 1Y | +11.0% | +32.2% | -21.3% | +1.1% |
| 3Y | +75.4% | +126.0% | -50.6% | +34.2% |
| 5Y | +68.3% | +74.7% | -6.4% | +37.6% |
| 10Y | +315.5% | +112.8% | +202.7% | +185.6% |
| All | +738.6% | +3,088.3% | -2,349.6% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling