+1,678.9%
VRT vs IVV
+198.4%
+1,480.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.4% | -9.6% | -7.7% |
| 7D | -28.1% | -4.8% | -23.4% | -22.6% |
| 30D | -30.2% | -5.9% | -24.3% | -23.2% |
| 3M | -36.4% | -4.5% | -31.9% | -31.4% |
| 6M | -48.2% | +1.8% | -50.0% | -48.3% |
| YTD | +9.2% | +8.4% | +0.8% | +1.0% |
| 1Y | -7.2% | +9.4% | -16.6% | -14.7% |
| 3Y | +338.7% | +75.3% | +263.4% | +144.3% |
| 5Y | +542.8% | +67.8% | +475.1% | +286.0% |
| All | +1,678.9% | +198.4% | +1,480.5% | +615.2% |
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