+306.5%
IVV vs SPGI
+333.9%
-27.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -5.4% | +18.4% | -23.7% | -12.7% |
| 3M | -4.1% | +15.7% | -19.8% | -10.8% |
| 6M | +0.7% | +17.3% | -16.5% | -8.0% |
| YTD | +8.7% | -4.7% | +13.5% | +8.8% |
| 1Y | +11.0% | +1.8% | +9.2% | +7.1% |
| 3Y | +75.4% | +31.7% | +43.7% | +45.5% |
| 5Y | +68.3% | +12.1% | +56.3% | +49.1% |
| All | +306.5% | +333.9% | -27.4% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling