+309.6%
IVV vs VMC
+145.8%
+163.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.3% | +18.3% | -21.7% | -8.6% |
| 3M | -2.4% | +1.9% | -4.2% | -3.2% |
| 6M | +2.6% | +2.4% | +0.2% | +1.0% |
| YTD | +11.3% | +2.1% | +9.2% | +9.0% |
| 1Y | +13.4% | +1.5% | +11.9% | +11.2% |
| 3Y | +80.3% | +41.5% | +38.8% | +56.0% |
| 5Y | +72.7% | +46.4% | +26.4% | +45.4% |
| 10Y | +309.6% | +139.8% | +169.8% | +182.5% |
| All | +309.6% | +145.8% | +163.8% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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