+312.0%
IVV vs VMC
+126.5%
+185.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.3% | -1.7% | +5.0% | +3.9% |
| 30D | -2.7% | +15.3% | -17.9% | -7.2% |
| 3M | -1.7% | +0.3% | -2.0% | -2.1% |
| 6M | +3.2% | +0.9% | +2.3% | +2.0% |
| YTD | +12.0% | -1.0% | +13.0% | +10.7% |
| 1Y | +12.1% | -4.3% | +16.4% | +12.1% |
| 3Y | +78.6% | +35.3% | +43.3% | +56.8% |
| 5Y | +73.8% | +44.4% | +29.4% | +47.0% |
| All | +312.0% | +126.5% | +185.5% | +188.2% |
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