+310.3%
IVV vs SPGI
+333.9%
-23.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +2.6% | +1.2% | +1.3% | +2.0% |
| 30D | -2.0% | +15.9% | -17.9% | -8.7% |
| 3M | -2.8% | +12.3% | -15.1% | -8.3% |
| 6M | +2.2% | +23.7% | -21.5% | -8.9% |
| YTD | +11.5% | -3.5% | +15.1% | +10.9% |
| 1Y | +13.5% | +0.4% | +13.1% | +10.4% |
| 3Y | +78.1% | +29.9% | +48.2% | +48.9% |
| 5Y | +73.1% | +15.2% | +57.9% | +51.3% |
| All | +310.3% | +333.9% | -23.5% | +93.0% |
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