+66.5%
IVAL vs VOO
+82.3%
-15.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +1.0% | -0.9% | +2.0% | +1.7% |
| 3M | +7.4% | +3.9% | +3.5% | +4.4% |
| 6M | +11.1% | +14.5% | -3.5% | +0.7% |
| YTD | +20.2% | +13.0% | +7.2% | +10.0% |
| 1Y | +24.8% | +19.4% | +5.4% | +9.8% |
| 3Y | +72.5% | +78.9% | -6.4% | +12.2% |
| 5Y | +66.5% | +82.3% | -15.7% | +4.8% |
| All | +66.5% | +82.3% | -15.8% | +4.8% |
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