+82.2%
IVV vs COST
+109.2%
-27.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.5% | -3.2% | +3.7% | +1.7% |
| 30D | -1.0% | -4.0% | +3.0% | +0.5% |
| 3M | +3.9% | -6.5% | +10.3% | +6.2% |
| 6M | +14.5% | -8.5% | +23.0% | +17.7% |
| YTD | +12.9% | +6.0% | +6.9% | +8.6% |
| 1Y | +19.4% | -5.8% | +25.2% | +20.6% |
| 3Y | +78.8% | +71.8% | +7.0% | +33.3% |
| 5Y | +82.2% | +106.2% | -24.0% | +23.8% |
| All | +82.2% | +109.2% | -27.0% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling