+51.8%
IVVM vs SPY
+81.1%
-29.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +2.5% | +2.0% | +0.5% | +1.3% |
| 6M | +8.4% | +13.0% | -4.6% | +0.5% |
| YTD | +8.9% | +13.5% | -4.7% | +0.6% |
| 1Y | +13.4% | +20.0% | -6.5% | +1.3% |
| 3Y | +49.3% | +77.2% | -27.8% | +5.8% |
| All | +51.8% | +81.1% | -29.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling