+316.2%
IVV vs VMC
+153.4%
+162.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +1.5% |
| 30D | +0.1% | -8.2% | +8.3% | +2.8% |
| 3M | +2.0% | -7.0% | +9.0% | +3.9% |
| 6M | +13.0% | -10.8% | +23.8% | +16.4% |
| YTD | +13.6% | -7.4% | +21.0% | +15.0% |
| 1Y | +20.1% | -9.5% | +29.6% | +22.3% |
| 3Y | +77.6% | +20.5% | +57.1% | +62.4% |
| 5Y | +82.5% | +51.6% | +30.9% | +53.1% |
| All | +316.2% | +153.4% | +162.8% | +188.5% |
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