+366.1%
VRT vs IVV
+78.8%
+287.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.2% |
| 7D | -17.7% | -0.6% | -17.1% | -16.1% |
| 30D | -20.0% | -3.7% | -16.3% | -11.3% |
| 3M | -28.1% | -2.7% | -25.3% | -21.9% |
| 6M | -42.8% | +2.2% | -45.1% | -44.3% |
| YTD | +20.0% | +10.9% | +9.1% | -3.0% |
| 1Y | +3.5% | +11.3% | -7.8% | -16.3% |
| 3Y | +366.1% | +76.9% | +289.2% | +47.4% |
| All | +366.1% | +78.8% | +287.3% | +47.4% |
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