+72.7%
IVV vs SPYG
+67.2%
+5.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +0.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -3.3% | -8.4% | +5.1% | +3.2% |
| 3M | -2.4% | -6.2% | +3.9% | +2.4% |
| 6M | +2.6% | -1.8% | +4.4% | +3.6% |
| YTD | +11.3% | +8.4% | +2.9% | +4.0% |
| 1Y | +13.4% | +10.1% | +3.4% | +4.7% |
| 3Y | +80.3% | +94.9% | -14.7% | +4.9% |
| 5Y | +72.7% | +68.5% | +4.3% | +10.1% |
| All | +72.7% | +67.2% | +5.5% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling