-4.5%
META vs IVV
+9.8%
-14.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | +2.1% |
| 7D | -3.1% | -4.8% | +1.6% | +3.5% |
| 30D | -18.1% | -5.9% | -12.2% | -10.9% |
| 3M | +2.9% | -4.5% | +7.4% | +9.8% |
| 6M | +0.2% | +1.8% | -1.6% | -2.2% |
| YTD | -8.1% | +8.4% | -16.5% | -19.8% |
| 1Y | -4.5% | +9.4% | -13.9% | -17.5% |
| All | -4.5% | +9.8% | -14.4% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling