+111.3%
IVAL vs VOO
+353.3%
-242.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -1.4% | -2.7% | +1.3% | +0.6% |
| 30D | +1.0% | -5.4% | +6.3% | +5.2% |
| 3M | -0.3% | -4.1% | +3.7% | +2.7% |
| 6M | +4.0% | +0.7% | +3.2% | +3.0% |
| YTD | +17.5% | +8.7% | +8.8% | +9.6% |
| 1Y | +24.6% | +11.0% | +13.6% | +14.4% |
| 3Y | +73.0% | +75.5% | -2.4% | +9.5% |
| 5Y | +68.6% | +68.4% | +0.3% | +9.3% |
| 10Y | +105.1% | +315.7% | -210.5% | -36.8% |
| All | +111.3% | +353.3% | -242.0% | -38.3% |
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 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