+307.4%
IVV vs COST
+756.8%
-449.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +4.6% | -5.2% | -2.6% |
| 30D | -3.7% | +12.8% | -16.4% | -8.9% |
| 3M | -2.7% | +12.1% | -14.8% | -7.9% |
| 6M | +2.2% | +6.0% | -3.8% | -1.2% |
| YTD | +10.9% | +24.4% | -13.5% | -1.3% |
| 1Y | +11.3% | +17.1% | -5.8% | +1.8% |
| 3Y | +76.9% | +92.2% | -15.3% | +23.1% |
| 5Y | +73.5% | +122.5% | -49.0% | +9.7% |
| 10Y | +307.4% | +758.9% | -451.5% | +55.3% |
| All | +307.4% | +756.8% | -449.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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