-28.5%
IDX vs VOO
+80.3%
-108.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.9% | -2.0% | +0.1% | -0.9% |
| 30D | +5.4% | -1.7% | +7.1% | +6.3% |
| 3M | +11.1% | +4.7% | +6.3% | +8.5% |
| 6M | -18.7% | +12.6% | -31.3% | -23.4% |
| YTD | -29.0% | +11.8% | -40.8% | -33.0% |
| 1Y | -23.0% | +17.5% | -40.6% | -29.2% |
| 3Y | -27.7% | +77.0% | -104.7% | -46.0% |
| 5Y | -28.5% | +82.6% | -111.0% | -47.3% |
| All | -28.5% | +80.3% | -108.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling