+3.5%
VRT vs IVV
+12.0%
-8.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.1% |
| 7D | -17.7% | -0.6% | -17.1% | -16.0% |
| 30D | -20.0% | -3.7% | -16.3% | -10.3% |
| 3M | -28.1% | -2.7% | -25.3% | -21.3% |
| 6M | -42.8% | +2.2% | -45.1% | -44.7% |
| YTD | +20.0% | +10.9% | +9.1% | -6.1% |
| 1Y | +3.5% | +11.3% | -7.8% | -19.1% |
| All | +3.5% | +12.0% | -8.5% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling