+306.5%
IVV vs Z
-14.9%
+321.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.7% |
| 7D | -2.7% | -4.6% | +1.9% | -2.1% |
| 30D | -5.4% | +8.3% | -13.7% | -6.9% |
| 3M | -4.1% | -11.6% | +7.6% | -2.9% |
| 6M | +0.7% | -33.6% | +34.4% | +6.2% |
| YTD | +8.7% | -56.7% | +65.4% | +21.7% |
| 1Y | +11.0% | -59.1% | +70.1% | +25.2% |
| 3Y | +75.4% | -20.4% | +95.8% | +72.9% |
| 5Y | +68.3% | -55.3% | +123.6% | +74.0% |
| All | +306.5% | -14.9% | +321.5% | +245.0% |
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