+1,527.5%
META vs IVV
+653.8%
+873.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | -1.6% | +2.0% | -3.6% | -3.9% |
| 6M | -7.5% | +13.0% | -20.5% | -20.4% |
| YTD | -6.4% | +13.6% | -20.0% | -20.0% |
| 1Y | -17.3% | +20.1% | -37.4% | -34.0% |
| 3Y | +109.9% | +77.6% | +32.3% | +5.4% |
| 5Y | +65.4% | +82.5% | -17.1% | -15.6% |
| 10Y | +391.8% | +316.5% | +75.3% | +6.9% |
| All | +1,527.5% | +653.8% | +873.7% | +153.3% |
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