+677.3%
VRT vs IVV
+75.1%
+602.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +3.5% |
| 7D | +0.5% | -0.9% | +1.4% | +3.7% |
| 30D | -13.7% | -2.3% | -11.4% | -8.1% |
| 3M | -26.7% | -1.2% | -25.5% | -23.7% |
| 6M | -43.8% | +3.3% | -47.2% | -46.1% |
| YTD | +27.6% | +12.3% | +15.2% | +3.7% |
| 1Y | +15.5% | +12.5% | +2.9% | -5.7% |
| 3Y | +395.6% | +79.2% | +316.4% | +77.0% |
| 5Y | +677.3% | +75.6% | +601.7% | +195.7% |
| All | +677.3% | +75.1% | +602.2% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling