+2,430.6%
MSFT vs IVV
+764.0%
+1,666.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.5% |
| 6M | +23.8% | +13.0% | +10.8% | +8.1% |
| YTD | +4.0% | +13.6% | -9.6% | -9.6% |
| 1Y | -0.8% | +20.1% | -20.9% | -19.0% |
| 3Y | +55.6% | +77.6% | -22.0% | -17.6% |
| 5Y | +72.9% | +82.5% | -9.6% | -9.5% |
| 10Y | +875.8% | +316.5% | +559.3% | +116.4% |
| All | +2,430.6% | +764.0% | +1,666.5% | +162.7% |
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