+776.1%
IVV vs SPG
+2,792.3%
-2,016.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | +0.1% | -6.8% | +6.9% | +2.3% |
| 3M | +2.0% | +2.7% | -0.7% | +0.9% |
| 6M | +13.0% | +5.5% | +7.6% | +10.8% |
| YTD | +13.6% | +15.7% | -2.1% | +8.1% |
| 1Y | +20.1% | +20.9% | -0.8% | +12.5% |
| 3Y | +77.6% | +112.4% | -34.8% | +38.5% |
| 5Y | +82.5% | +101.4% | -18.9% | +42.9% |
| 10Y | +316.5% | +60.6% | +255.9% | +214.1% |
| All | +776.1% | +2,792.3% | -2,016.2% | +119.6% |
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