+12.1%
IVV vs Z
-61.0%
+73.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +3.3% | -4.9% | +8.3% | +3.8% |
| 30D | -2.7% | +3.0% | -5.6% | -2.9% |
| 3M | -1.7% | -13.4% | +11.7% | -0.6% |
| 6M | +3.2% | -27.3% | +30.5% | +6.0% |
| YTD | +12.0% | -57.8% | +69.8% | +20.9% |
| 1Y | +12.1% | -60.0% | +72.1% | +21.4% |
| All | +12.1% | -61.0% | +73.1% | +21.4% |
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