+13.5%
IVV vs Z
-58.2%
+71.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | +2.6% | +0.8% | +1.7% | +2.5% |
| 30D | -2.0% | +5.2% | -7.2% | -2.4% |
| 3M | -2.8% | -17.0% | +14.3% | -1.3% |
| 6M | +2.2% | -22.7% | +24.8% | +4.4% |
| YTD | +11.5% | -56.3% | +67.8% | +19.6% |
| 1Y | +13.5% | -57.7% | +71.1% | +21.6% |
| All | +13.5% | -58.2% | +71.7% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling