+3,309.9%
V vs IVV
+672.1%
+2,637.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | +1.1% |
| 7D | +2.9% | -4.8% | +7.7% | +7.9% |
| 30D | +14.0% | -5.9% | +19.9% | +20.9% |
| 3M | +14.9% | -4.5% | +19.4% | +19.9% |
| 6M | +31.7% | +1.8% | +29.9% | +28.3% |
| YTD | +21.2% | +8.4% | +12.8% | +10.7% |
| 1Y | +25.3% | +9.4% | +15.9% | +13.3% |
| 3Y | +77.5% | +75.3% | +2.2% | -1.5% |
| 5Y | +102.6% | +67.8% | +34.8% | +17.0% |
| 10Y | +464.3% | +314.2% | +150.2% | +33.8% |
| All | +3,309.9% | +672.1% | +2,637.8% | +372.8% |
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