+233.0%
IVV vs SPOT
+267.2%
-34.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | -3.0% | +2.0% | -0.4% |
| 30D | -2.3% | +15.2% | -17.5% | -4.9% |
| 3M | -1.2% | +21.6% | -22.7% | -5.0% |
| 6M | +3.3% | +45.2% | -41.9% | -4.3% |
| YTD | +12.3% | +4.9% | +7.4% | +9.4% |
| 1Y | +12.5% | -4.8% | +17.3% | +11.5% |
| 3Y | +79.2% | +256.3% | -177.1% | +33.5% |
| 5Y | +75.6% | +120.2% | -44.5% | +35.1% |
| All | +233.0% | +267.2% | -34.2% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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