+137.2%
IDLV vs VOO
+660.2%
-523.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -1.3% | -0.8% | -0.6% | -0.9% |
| 30D | -0.6% | -1.1% | +0.5% | 0.0% |
| 3M | +3.0% | +3.9% | -0.8% | +0.6% |
| 6M | +4.0% | +13.6% | -9.6% | -3.9% |
| YTD | +8.0% | +12.7% | -4.7% | +0.1% |
| 1Y | +9.4% | +17.6% | -8.2% | -1.3% |
| 3Y | +48.9% | +77.3% | -28.5% | +2.7% |
| 5Y | +35.5% | +84.1% | -48.6% | -10.0% |
| 10Y | +70.6% | +323.5% | -253.0% | -38.5% |
| All | +137.2% | +660.2% | -523.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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