+400.1%
META vs IVV
+308.4%
+91.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | +1.9% |
| 7D | -3.1% | -4.8% | +1.6% | +3.2% |
| 30D | -18.1% | -5.9% | -12.2% | -11.2% |
| 3M | +2.9% | -4.5% | +7.4% | +9.5% |
| 6M | +0.2% | +1.8% | -1.6% | -2.1% |
| YTD | -8.1% | +8.4% | -16.5% | -17.0% |
| 1Y | -4.5% | +9.4% | -13.9% | -14.8% |
| 3Y | +94.2% | +75.3% | +18.9% | -4.1% |
| 5Y | +79.1% | +67.8% | +11.3% | -2.4% |
| All | +400.1% | +308.4% | +91.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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