+141.3%
IVV vs U
-34.9%
+176.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +14.9% | -19.3% | -6.0% |
| 7D | -4.8% | +24.3% | -29.0% | -7.2% |
| 30D | -5.9% | +8.6% | -14.5% | -7.0% |
| 3M | -4.5% | +37.6% | -42.1% | -8.3% |
| 6M | +1.8% | +78.5% | -76.7% | -5.3% |
| YTD | +8.4% | +10.5% | -2.1% | +4.6% |
| 1Y | +9.4% | +15.2% | -5.8% | +4.8% |
| 3Y | +75.3% | +76.6% | -1.3% | +52.4% |
| 5Y | +67.8% | -67.9% | +135.7% | +59.0% |
| All | +141.3% | -34.9% | +176.2% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling