+624.9%
IVV vs VEA
+156.9%
+468.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -3.3% | -0.7% | -2.7% | -2.8% |
| 3M | -2.4% | -3.9% | +1.5% | +0.7% |
| 6M | +2.6% | -0.6% | +3.2% | +2.7% |
| YTD | +11.3% | +12.9% | -1.6% | +0.1% |
| 1Y | +13.4% | +18.4% | -4.9% | -1.8% |
| 3Y | +80.3% | +75.3% | +5.0% | +13.4% |
| 5Y | +72.7% | +54.3% | +18.4% | +20.3% |
| 10Y | +309.6% | +158.0% | +151.6% | +91.7% |
| All | +624.9% | +156.9% | +468.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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