+1,563.7%
META vs IVV
+652.3%
+911.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | -0.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.8% |
| 30D | -15.1% | -1.0% | -14.0% | -13.9% |
| 3M | +7.2% | -0.3% | +7.5% | +7.9% |
| 6M | +3.4% | +7.4% | -4.0% | -5.3% |
| YTD | -4.3% | +13.4% | -17.7% | -17.9% |
| 1Y | +0.8% | +14.8% | -14.0% | -14.9% |
| 3Y | +102.2% | +83.3% | +18.8% | -2.4% |
| 5Y | +89.4% | +76.1% | +13.3% | +0.6% |
| 10Y | +426.7% | +333.3% | +93.5% | +10.1% |
| All | +1,563.7% | +652.3% | +911.4% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling