+449.7%
V vs IVV
+309.7%
+140.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +4.9% |
| 30D | +13.6% | -5.4% | +19.0% | +19.7% |
| 3M | +14.3% | -4.1% | +18.4% | +18.8% |
| 6M | +33.1% | +0.7% | +32.4% | +31.0% |
| YTD | +21.2% | +8.7% | +12.5% | +10.2% |
| 1Y | +26.4% | +11.0% | +15.5% | +12.4% |
| 3Y | +77.6% | +75.4% | +2.2% | -3.8% |
| 5Y | +102.6% | +68.3% | +34.3% | +14.4% |
| All | +449.7% | +309.7% | +140.0% | +6.6% |
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 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