+928.9%
IVV vs VTV
+721.7%
+207.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | +0.1% | +1.1% | -1.0% | -1.0% |
| 3M | +2.0% | +5.9% | -3.9% | -3.4% |
| 6M | +13.0% | +11.6% | +1.4% | +1.8% |
| YTD | +13.6% | +19.8% | -6.2% | -4.4% |
| 1Y | +20.1% | +26.2% | -6.2% | -3.9% |
| 3Y | +77.6% | +68.5% | +9.1% | +8.2% |
| 5Y | +82.5% | +79.9% | +2.6% | +5.2% |
| 10Y | +316.5% | +229.7% | +86.8% | +35.8% |
| All | +928.9% | +721.7% | +207.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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