+62.4%
MSFT vs IVV
+72.6%
-10.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -1.3% | +2.6% | -3.8% | -4.1% |
| 30D | -1.8% | -2.0% | +0.2% | +0.5% |
| 3M | +5.6% | -2.8% | +8.4% | +9.1% |
| 6M | +29.8% | +2.2% | +27.6% | +26.7% |
| YTD | +9.0% | +11.5% | -2.5% | -3.9% |
| 1Y | +4.9% | +13.5% | -8.5% | -9.4% |
| 3Y | +46.2% | +78.1% | -31.9% | -27.6% |
| All | +62.4% | +72.6% | -10.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling