+475.8%
IVOV vs SPY
+802.9%
-327.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | +1.6% | +3.3% | -1.7% | -1.5% |
| 30D | +3.4% | -2.7% | +6.1% | +6.1% |
| 3M | -2.6% | -1.7% | -0.8% | -1.1% |
| 6M | +5.2% | +3.1% | +2.1% | +1.7% |
| YTD | +12.2% | +11.9% | +0.3% | 0.0% |
| 1Y | +14.7% | +12.0% | +2.7% | +2.1% |
| 3Y | +57.3% | +78.2% | -20.9% | -11.9% |
| 5Y | +42.0% | +73.2% | -31.2% | -18.3% |
| 10Y | +159.1% | +309.6% | -150.5% | -33.5% |
| All | +475.8% | +802.9% | -327.1% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling