+819.0%
IVV vs SPYM
+829.4%
-10.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +2.0% | +2.0% | 0.0% | +0.1% |
| 6M | +13.0% | +13.1% | 0.0% | +0.8% |
| YTD | +13.6% | +13.6% | 0.0% | +0.9% |
| 1Y | +20.1% | +20.1% | 0.0% | +1.3% |
| 3Y | +77.6% | +77.6% | +0.1% | +4.3% |
| 5Y | +82.5% | +82.5% | -0.1% | +4.7% |
| 10Y | +316.5% | +317.6% | -1.1% | +14.2% |
| All | +819.0% | +829.4% | -10.4% | +29.6% |
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