+886.8%
IVV vs VTI
+947.6%
-60.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +3.3% | +3.4% | 0.0% | 0.0% |
| 30D | -2.7% | -2.3% | -0.4% | -0.4% |
| 3M | -1.7% | -2.2% | +0.5% | +0.4% |
| 6M | +3.2% | +3.3% | -0.1% | 0.0% |
| YTD | +12.0% | +12.1% | -0.1% | +0.1% |
| 1Y | +12.1% | +12.2% | -0.1% | +0.1% |
| 3Y | +78.6% | +78.0% | +0.6% | +1.3% |
| 5Y | +73.8% | +65.2% | +8.6% | +5.9% |
| 10Y | +312.1% | +292.2% | +20.0% | +7.5% |
| All | +886.8% | +947.6% | -60.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 all: compounded portfolio wealth divided by compounded VTI 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…
all analysis · Full analysis span regression · 6 months rolling