+876.0%
MSFT vs IVV
+315.6%
+560.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +17.0% | +2.0% | +15.0% | +14.3% |
| 6M | +23.8% | +13.0% | +10.8% | +7.1% |
| YTD | +4.0% | +13.6% | -9.6% | -10.5% |
| 1Y | -0.8% | +20.1% | -20.9% | -20.2% |
| 3Y | +55.6% | +77.6% | -22.0% | -22.1% |
| 5Y | +72.9% | +82.5% | -9.6% | -15.0% |
| All | +876.0% | +315.6% | +560.4% | +82.4% |
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