+404.3%
META vs IVV
+309.7%
+94.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.4% |
| 7D | -0.8% | -2.7% | +1.9% | +2.8% |
| 30D | -15.4% | -5.4% | -10.0% | -9.0% |
| 3M | +3.5% | -4.1% | +7.6% | +9.5% |
| 6M | -0.3% | +0.7% | -1.0% | -1.1% |
| YTD | -7.3% | +8.7% | -16.1% | -16.6% |
| 1Y | -1.1% | +11.0% | -12.1% | -13.4% |
| 3Y | +95.1% | +75.4% | +19.6% | -3.8% |
| 5Y | +80.6% | +68.3% | +12.2% | -2.1% |
| All | +404.3% | +309.7% | +94.6% | -7.7% |
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