+149.3%
IVV vs U
-33.1%
+182.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +3.3% | +2.8% | +0.5% | +3.0% |
| 30D | -2.7% | +7.6% | -10.3% | -3.7% |
| 3M | -1.7% | +12.7% | -14.4% | -3.4% |
| 6M | +3.2% | +87.0% | -83.8% | -4.6% |
| YTD | +12.0% | +13.6% | -1.6% | +7.7% |
| 1Y | +12.1% | +25.3% | -13.2% | +6.5% |
| 3Y | +78.6% | +85.8% | -7.2% | +54.5% |
| 5Y | +73.8% | -74.5% | +148.3% | +67.0% |
| All | +149.3% | -33.1% | +182.4% | +120.1% |
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