+73.5%
IVV vs SPGI
+13.6%
+59.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | -3.7% | +16.1% | -19.7% | -9.2% |
| 3M | -2.7% | +15.5% | -18.2% | -8.4% |
| 6M | +2.2% | +19.6% | -17.4% | -5.9% |
| YTD | +10.9% | -3.6% | +14.5% | +11.5% |
| 1Y | +11.3% | +2.2% | +9.1% | +8.5% |
| 3Y | +76.9% | +30.1% | +46.8% | +48.8% |
| 5Y | +73.5% | +14.9% | +58.5% | +51.4% |
| All | +73.5% | +13.6% | +59.9% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling