+905.2%
VRT vs IVV
+82.6%
+822.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +5.2% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | +0.9% | +0.1% | +0.9% | +0.8% |
| 3M | -13.4% | +2.0% | -15.4% | -15.8% |
| 6M | +11.7% | +13.0% | -1.4% | -12.0% |
| YTD | +73.2% | +13.6% | +59.6% | +35.8% |
| 1Y | +123.4% | +20.1% | +103.3% | +58.2% |
| 3Y | +606.2% | +77.6% | +528.6% | +156.3% |
| All | +905.2% | +82.6% | +822.6% | +253.0% |
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