+78.4%
IVV vs U
+13.4%
+65.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.5% |
| 30D | +0.1% | +17.5% | -17.4% | -1.7% |
| 3M | +2.0% | +38.7% | -36.7% | -1.6% |
| 6M | +13.0% | +104.4% | -91.4% | +4.6% |
| YTD | +13.6% | -5.7% | +19.3% | +12.5% |
| 1Y | +20.1% | +3.7% | +16.4% | +16.8% |
| All | +78.4% | +13.4% | +65.0% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling