+306.5%
IVV vs COO
+41.2%
+265.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -2.7% | +4.7% | -7.4% | -4.3% |
| 30D | -5.4% | +13.9% | -19.3% | -9.7% |
| 3M | -4.1% | -14.9% | +10.9% | +0.7% |
| 6M | +0.7% | +2.0% | -1.3% | -1.8% |
| YTD | +8.7% | -23.9% | +32.7% | +18.1% |
| 1Y | +11.0% | -9.6% | +20.6% | +12.5% |
| 3Y | +75.4% | -25.4% | +100.9% | +83.5% |
| 5Y | +68.3% | -41.2% | +109.5% | +91.3% |
| All | +306.5% | +41.2% | +265.3% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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