+309.6%
IVV vs Z
-11.7%
+321.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.8% |
| 7D | +0.1% | -5.2% | +5.3% | +0.8% |
| 30D | -3.3% | +5.7% | -9.0% | -4.5% |
| 3M | -2.4% | -8.7% | +6.4% | -1.7% |
| 6M | +2.6% | -26.0% | +28.6% | +6.3% |
| YTD | +11.3% | -55.0% | +66.3% | +23.8% |
| 1Y | +13.4% | -58.0% | +71.4% | +27.4% |
| 3Y | +80.3% | -15.2% | +95.5% | +76.0% |
| 5Y | +72.7% | -53.8% | +126.5% | +77.7% |
| 10Y | +309.6% | -14.5% | +324.2% | +246.3% |
| All | +309.6% | -11.7% | +321.3% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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