+717.9%
IVV vs SPYG
+513.6%
+204.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -2.7% | -3.6% | +0.9% | +0.1% |
| 30D | -5.4% | -11.2% | +5.8% | +3.6% |
| 3M | -4.1% | -8.1% | +4.0% | +2.3% |
| 6M | +0.7% | -3.3% | +4.0% | +3.0% |
| YTD | +8.7% | +5.5% | +3.2% | +3.6% |
| 1Y | +11.0% | +7.0% | +4.0% | +4.6% |
| 3Y | +75.4% | +89.5% | -14.1% | +4.6% |
| 5Y | +68.3% | +63.3% | +5.0% | +11.8% |
| 10Y | +315.5% | +395.1% | -79.6% | +18.0% |
| All | +717.9% | +513.6% | +204.3% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling