+800.4%
IVV vs SPYM
+810.5%
-10.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -3.3% | -3.3% | 0.0% | -0.2% |
| 3M | -2.4% | -2.4% | 0.0% | -0.1% |
| 6M | +2.6% | +2.6% | 0.0% | +0.2% |
| YTD | +11.3% | +11.3% | 0.0% | +0.8% |
| 1Y | +13.4% | +13.5% | 0.0% | +0.9% |
| 3Y | +80.3% | +80.3% | 0.0% | +4.4% |
| 5Y | +72.7% | +72.7% | 0.0% | +4.3% |
| 10Y | +309.6% | +312.2% | -2.6% | +13.7% |
| All | +800.4% | +810.5% | -10.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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