+735.8%
IVV vs SPG
+3,062.2%
-2,326.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -4.8% | +5.0% | -9.8% | -6.2% |
| 30D | -5.9% | +12.3% | -18.2% | -9.3% |
| 3M | -4.5% | +1.9% | -6.4% | -5.2% |
| 6M | +1.8% | +14.4% | -12.6% | -2.7% |
| YTD | +8.4% | +26.5% | -18.1% | +0.2% |
| 1Y | +9.4% | +30.7% | -21.3% | +0.1% |
| 3Y | +75.3% | +122.6% | -47.4% | +34.7% |
| 5Y | +67.8% | +73.3% | -5.5% | +37.4% |
| 10Y | +314.2% | +111.1% | +203.1% | +185.4% |
| All | +735.8% | +3,062.2% | -2,326.3% | +103.6% |
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