+142.1%
IVV vs U
-31.3%
+173.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.3% |
| 7D | -2.7% | +36.6% | -39.3% | -6.1% |
| 30D | -5.4% | +13.3% | -18.7% | -6.9% |
| 3M | -4.1% | +26.2% | -30.2% | -6.9% |
| 6M | +0.7% | +88.7% | -88.0% | -6.9% |
| YTD | +8.7% | +16.6% | -7.8% | +4.3% |
| 1Y | +11.0% | +29.0% | -18.0% | +5.0% |
| 3Y | +75.4% | +99.5% | -24.1% | +50.4% |
| 5Y | +68.3% | -66.1% | +134.5% | +58.6% |
| All | +142.1% | -31.3% | +173.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling