+52.3%
MSFT vs IVV
+75.5%
-23.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +1.7% | -2.7% | +4.4% | +4.6% |
| 30D | +0.2% | -5.4% | +5.5% | +6.0% |
| 3M | +6.4% | -4.1% | +10.4% | +11.0% |
| 6M | +28.7% | +0.7% | +28.0% | +28.0% |
| YTD | +10.4% | +8.7% | +1.7% | +1.8% |
| 1Y | +7.6% | +11.0% | -3.4% | -2.8% |
| 3Y | +52.3% | +75.4% | -23.1% | -15.5% |
| All | +52.3% | +75.5% | -23.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling