+68.2%
IVV vs COO
-41.6%
+109.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -2.7% | +4.7% | -7.4% | -3.9% |
| 30D | -5.4% | +13.9% | -19.3% | -8.8% |
| 3M | -4.1% | -14.9% | +10.9% | -0.2% |
| 6M | +0.7% | +2.0% | -1.3% | -1.3% |
| YTD | +8.7% | -23.9% | +32.7% | +16.7% |
| 1Y | +11.0% | -9.6% | +20.6% | +12.4% |
| 3Y | +75.4% | -25.4% | +100.9% | +81.1% |
| All | +68.2% | -41.6% | +109.8% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling