+1,917.9%
VRT vs IVV
+206.5%
+1,711.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +6.2% |
| 7D | -10.6% | +0.1% | -10.7% | -10.3% |
| 30D | -17.4% | -3.3% | -14.1% | -12.5% |
| 3M | -26.4% | -2.4% | -24.0% | -22.9% |
| 6M | -41.0% | +2.6% | -43.6% | -41.7% |
| YTD | +23.8% | +11.3% | +12.5% | +10.5% |
| 1Y | +11.6% | +13.4% | -1.8% | -2.4% |
| 3Y | +403.5% | +80.3% | +323.2% | +169.9% |
| 5Y | +647.0% | +72.7% | +574.3% | +331.8% |
| All | +1,917.9% | +206.5% | +1,711.4% | +682.5% |
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