+68.2%
IVV vs COST
+116.5%
-48.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | -2.7% | +4.1% | -6.8% | -4.2% |
| 30D | -5.4% | +12.0% | -17.3% | -9.5% |
| 3M | -4.1% | +11.2% | -15.2% | -8.1% |
| 6M | +0.7% | +6.1% | -5.4% | -2.2% |
| YTD | +8.7% | +22.9% | -14.2% | -1.4% |
| 1Y | +11.0% | +14.7% | -3.8% | +3.7% |
| 3Y | +75.4% | +92.3% | -16.9% | +25.3% |
| All | +68.2% | +116.5% | -48.3% | +9.9% |
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