+313.7%
IVV vs COST
+594.3%
-280.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.5% | -3.2% | +3.7% | +2.0% |
| 30D | -1.0% | -4.0% | +3.0% | +0.8% |
| 3M | +3.9% | -6.5% | +10.3% | +6.6% |
| 6M | +14.5% | -8.5% | +23.0% | +18.3% |
| YTD | +12.9% | +6.0% | +6.9% | +8.2% |
| 1Y | +19.4% | -5.8% | +25.2% | +20.8% |
| 3Y | +78.8% | +71.8% | +7.0% | +30.7% |
| 5Y | +82.2% | +106.2% | -24.0% | +18.6% |
| 10Y | +313.7% | +602.0% | -288.4% | +64.8% |
| All | +313.7% | +594.3% | -280.6% | +64.8% |
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