+383.5%
V vs IVV
+315.6%
+67.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +2.0% | +0.1% | +1.9% | +1.8% |
| 3M | +17.4% | +2.0% | +15.4% | +14.5% |
| 6M | +17.5% | +13.0% | +4.5% | +3.1% |
| YTD | +7.6% | +13.6% | -6.0% | -6.2% |
| 1Y | +7.7% | +20.1% | -12.4% | -11.4% |
| 3Y | +54.7% | +77.6% | -23.0% | -16.9% |
| 5Y | +73.0% | +82.5% | -9.4% | -10.0% |
| All | +383.5% | +315.6% | +67.9% | 0.0% |
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 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