+735.8%
IVV vs SPGI
+3,010.2%
-2,274.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.6% |
| 7D | -4.8% | +2.6% | -7.3% | -5.8% |
| 30D | -5.9% | +19.3% | -25.2% | -12.8% |
| 3M | -4.5% | +15.5% | -20.0% | -10.5% |
| 6M | +1.8% | +18.3% | -16.5% | -6.4% |
| YTD | +8.4% | -3.8% | +12.2% | +7.6% |
| 1Y | +9.4% | +1.3% | +8.1% | +6.1% |
| 3Y | +75.3% | +33.6% | +41.7% | +49.3% |
| 5Y | +67.8% | +13.2% | +54.6% | +51.7% |
| 10Y | +314.2% | +346.3% | -32.1% | +106.1% |
| All | +735.8% | +3,010.2% | -2,274.4% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling