+7.7%
V vs IVV
+20.9%
-13.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | +17.4% | +2.0% | +15.4% | +16.8% |
| 6M | +17.5% | +13.0% | +4.5% | +10.4% |
| YTD | +7.6% | +13.6% | -6.0% | +1.0% |
| 1Y | +7.7% | +20.1% | -12.4% | -5.6% |
| All | +7.7% | +20.9% | -13.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling