+83.1%
IVV vs Z
-64.8%
+147.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +0.6% |
| 30D | +0.1% | -4.2% | +4.3% | +0.5% |
| 3M | +2.0% | -3.7% | +5.7% | +2.1% |
| 6M | +13.0% | -24.5% | +37.6% | +17.3% |
| YTD | +13.6% | -49.3% | +62.9% | +25.2% |
| 1Y | +20.1% | -58.7% | +78.8% | +36.3% |
| 3Y | +77.6% | -34.1% | +111.7% | +81.6% |
| All | +83.1% | -64.8% | +147.9% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling