+73.1%
IVV vs VMC
+42.8%
+30.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +2.6% | -1.3% | +3.8% | +3.1% |
| 30D | -2.0% | +15.5% | -17.5% | -7.4% |
| 3M | -2.8% | +0.6% | -3.4% | -3.3% |
| 6M | +2.2% | +2.1% | +0.1% | +0.3% |
| YTD | +11.5% | -1.6% | +13.1% | +9.9% |
| 1Y | +13.5% | -1.2% | +14.7% | +11.6% |
| 3Y | +78.1% | +35.3% | +42.8% | +46.7% |
| All | +73.1% | +42.8% | +30.2% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling