+11.3%
IVV vs SPYG
+7.6%
+3.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.2% |
| 7D | -0.6% | -1.9% | +1.4% | +0.7% |
| 30D | -3.7% | -9.2% | +5.5% | +2.5% |
| 3M | -2.7% | -6.8% | +4.1% | +1.8% |
| 6M | +2.2% | -2.6% | +4.8% | +3.7% |
| YTD | +10.9% | +7.5% | +3.4% | +4.8% |
| 1Y | +11.3% | +6.7% | +4.6% | +5.7% |
| All | +11.3% | +7.6% | +3.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling