+776.1%
IVV vs USB
+568.1%
+208.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +0.1% | -1.3% | +1.4% | +0.5% |
| 3M | +2.0% | +15.2% | -13.2% | -3.4% |
| 6M | +13.0% | +18.8% | -5.8% | +5.7% |
| YTD | +13.6% | +21.0% | -7.4% | +5.2% |
| 1Y | +20.1% | +34.0% | -13.9% | +6.9% |
| 3Y | +77.6% | +95.3% | -17.7% | +34.4% |
| 5Y | +82.5% | +40.4% | +42.1% | +52.0% |
| 10Y | +316.5% | +107.3% | +209.2% | +185.4% |
| All | +776.1% | +568.1% | +208.0% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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