+310.3%
IVV vs VRSK
+162.8%
+147.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +2.6% | +1.6% | +1.0% | +1.9% |
| 30D | -2.0% | +15.1% | -17.1% | -7.7% |
| 3M | -2.8% | +12.1% | -14.8% | -7.9% |
| 6M | +2.2% | +29.4% | -27.2% | -10.2% |
| YTD | +11.5% | -6.4% | +17.9% | +11.6% |
| 1Y | +13.5% | -3.6% | +17.1% | +11.9% |
| 3Y | +78.1% | -10.9% | +89.0% | +75.6% |
| 5Y | +73.1% | -0.5% | +73.6% | +57.2% |
| All | +310.3% | +162.8% | +147.5% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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