+50.6%
IVVM vs SPY
+77.4%
-26.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -1.8% | -3.3% | +1.5% | +0.1% |
| 3M | -0.7% | -2.4% | +1.7% | +0.7% |
| 6M | +2.9% | +2.6% | +0.4% | +1.2% |
| YTD | +8.0% | +11.2% | -3.3% | +1.0% |
| 1Y | +10.0% | +13.4% | -3.4% | +1.6% |
| 3Y | +49.8% | +79.9% | -30.1% | +5.3% |
| All | +50.6% | +77.4% | -26.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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