+734.1%
IVV vs SPYG
+524.9%
+209.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.3% |
| 7D | -0.6% | -1.9% | +1.4% | +0.9% |
| 30D | -3.7% | -9.2% | +5.5% | +3.7% |
| 3M | -2.7% | -6.8% | +4.1% | +2.6% |
| 6M | +2.2% | -2.6% | +4.8% | +3.9% |
| YTD | +10.9% | +7.5% | +3.4% | +4.2% |
| 1Y | +11.3% | +6.7% | +4.6% | +5.1% |
| 3Y | +76.9% | +90.1% | -13.2% | +5.2% |
| 5Y | +73.5% | +69.2% | +4.3% | +12.1% |
| 10Y | +307.4% | +391.9% | -84.5% | +16.2% |
| All | +734.1% | +524.9% | +209.3% | +45.0% |
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