+77.6%
V vs IVV
+74.9%
+2.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -0.4% |
| 7D | +2.9% | -4.8% | +7.7% | +6.1% |
| 30D | +14.0% | -5.9% | +19.9% | +18.4% |
| 3M | +14.9% | -4.5% | +19.4% | +18.2% |
| 6M | +31.7% | +1.8% | +29.9% | +29.3% |
| YTD | +21.2% | +8.4% | +12.8% | +13.7% |
| 1Y | +25.3% | +9.4% | +15.9% | +16.6% |
| All | +77.6% | +74.9% | +2.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling