+177.1%
IVOO vs SPY
+311.3%
-134.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +0.4% |
| 30D | -3.1% | -0.9% | -2.2% | -2.2% |
| 3M | +2.0% | +3.9% | -1.9% | -2.2% |
| 6M | +11.0% | +14.5% | -3.5% | -4.0% |
| YTD | +14.8% | +12.9% | +1.8% | +0.7% |
| 1Y | +15.6% | +19.4% | -3.8% | -4.4% |
| 3Y | +52.7% | +78.5% | -25.7% | -18.0% |
| 5Y | +49.2% | +81.8% | -32.6% | -21.5% |
| 10Y | +177.1% | +311.5% | -134.4% | -40.7% |
| All | +177.1% | +311.3% | -134.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling