+894.4%
MSFT vs IVV
+314.2%
+580.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -3.8% |
| 7D | -6.2% | -0.9% | -5.3% | -5.3% |
| 30D | -3.7% | -2.3% | -1.4% | -1.0% |
| 3M | +3.6% | -1.2% | +4.8% | +5.1% |
| 6M | +26.8% | +3.3% | +23.5% | +22.1% |
| YTD | +8.4% | +12.3% | -3.9% | -5.5% |
| 1Y | +3.3% | +12.5% | -9.2% | -10.2% |
| 3Y | +44.3% | +79.2% | -34.9% | -28.6% |
| 5Y | +63.3% | +75.6% | -12.3% | -16.1% |
| 10Y | +894.4% | +313.4% | +581.0% | +72.8% |
| All | +894.4% | +314.2% | +580.2% | +72.8% |
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