+776.1%
IVV vs COO
+1,576.7%
-800.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | +0.1% | -7.0% | +7.1% | +2.0% |
| 3M | +2.0% | +12.2% | -10.2% | -1.6% |
| 6M | +13.0% | -15.1% | +28.2% | +17.4% |
| YTD | +13.6% | -15.1% | +28.7% | +17.9% |
| 1Y | +20.1% | +2.3% | +17.7% | +18.1% |
| 3Y | +77.6% | -23.7% | +101.3% | +84.9% |
| 5Y | +82.5% | -38.9% | +121.4% | +99.7% |
| 10Y | +316.5% | +49.9% | +266.6% | +260.3% |
| All | +776.1% | +1,576.7% | -800.6% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling