+76.9%
IVV vs COO
-22.2%
+99.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | +4.5% | -5.1% | -1.3% |
| 30D | -3.7% | +16.9% | -20.6% | -6.1% |
| 3M | -2.7% | -16.7% | +14.0% | +0.2% |
| 6M | +2.2% | +5.9% | -3.7% | +0.4% |
| YTD | +10.9% | -22.4% | +33.3% | +15.9% |
| 1Y | +11.3% | -10.1% | +21.4% | +12.8% |
| 3Y | +76.9% | -22.8% | +99.7% | +79.9% |
| All | +76.9% | -22.2% | +99.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling