+567.3%
VRT vs IVV
+67.9%
+499.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +2.7% |
| 7D | -21.4% | -2.7% | -18.7% | -16.3% |
| 30D | -25.8% | -5.4% | -20.4% | -15.7% |
| 3M | -33.5% | -4.1% | -29.5% | -26.5% |
| 6M | -49.0% | +0.7% | -49.8% | -48.5% |
| YTD | +12.9% | +8.7% | +4.2% | -1.8% |
| 1Y | 0.0% | +11.0% | -11.0% | -16.0% |
| 3Y | +361.8% | +75.4% | +286.4% | +72.6% |
| All | +567.3% | +67.9% | +499.4% | +175.1% |
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 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