+735.8%
IVV vs COO
+1,430.2%
-694.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.0% |
| 7D | -4.8% | +5.3% | -10.0% | -6.1% |
| 30D | -5.9% | +12.5% | -18.5% | -9.0% |
| 3M | -4.5% | -15.1% | +10.6% | -1.0% |
| 6M | +1.8% | +3.7% | -1.9% | -0.4% |
| YTD | +8.4% | -22.5% | +30.9% | +14.5% |
| 1Y | +9.4% | -7.8% | +17.2% | +10.1% |
| 3Y | +75.3% | -24.1% | +99.3% | +81.6% |
| 5Y | +67.8% | -40.1% | +107.9% | +83.4% |
| 10Y | +314.2% | +44.7% | +269.5% | +260.1% |
| All | +735.8% | +1,430.2% | -694.4% | +308.3% |
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 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