+1,740.6%
VRT vs IVV
+199.4%
+1,541.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.0% |
| 7D | -21.4% | -2.7% | -18.7% | -17.9% |
| 30D | -25.8% | -5.4% | -20.4% | -19.1% |
| 3M | -33.5% | -4.1% | -29.5% | -28.8% |
| 6M | -49.0% | +0.7% | -49.8% | -48.4% |
| YTD | +12.9% | +8.7% | +4.2% | +4.0% |
| 1Y | 0.0% | +11.0% | -11.0% | -9.9% |
| 3Y | +361.8% | +75.4% | +286.4% | +156.6% |
| 5Y | +565.1% | +68.3% | +496.8% | +297.6% |
| All | +1,740.6% | +199.4% | +1,541.2% | +636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling