+1,934.0%
VRT vs IVV
+207.1%
+1,726.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +10.5% | +2.6% | +7.9% | +6.9% |
| 30D | -9.3% | -2.0% | -7.3% | -5.7% |
| 3M | -29.6% | -2.8% | -26.8% | -25.8% |
| 6M | -45.4% | +2.2% | -47.5% | -45.7% |
| YTD | +24.8% | +11.5% | +13.3% | +11.1% |
| 1Y | +23.6% | +13.5% | +10.1% | +8.0% |
| 3Y | +379.7% | +78.1% | +301.6% | +160.7% |
| 5Y | +660.3% | +73.1% | +587.2% | +338.6% |
| All | +1,934.0% | +207.1% | +1,726.9% | +687.2% |
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