+320.6%
IVV vs Z
+9.5%
+311.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.6% | +6.2% | -2.8% |
| 7D | -4.8% | -2.3% | -2.5% | -4.5% |
| 30D | -5.9% | +9.4% | -15.3% | -7.6% |
| 3M | -4.5% | -16.1% | +11.6% | -2.7% |
| 6M | +1.8% | -30.4% | +32.3% | +6.5% |
| YTD | +8.4% | -55.6% | +64.0% | +20.6% |
| 1Y | +9.4% | -58.5% | +67.9% | +22.8% |
| 3Y | +75.3% | -19.6% | +94.9% | +72.7% |
| 5Y | +67.8% | -54.1% | +121.9% | +72.9% |
| 10Y | +314.2% | -12.1% | +326.2% | +248.5% |
| All | +320.6% | +9.5% | +311.1% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling