+738.6%
IVV vs COST
+3,361.4%
-2,622.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.8% |
| 7D | -2.7% | +4.1% | -6.8% | -4.4% |
| 30D | -5.4% | +12.0% | -17.3% | -9.8% |
| 3M | -4.1% | +11.2% | -15.2% | -8.4% |
| 6M | +0.7% | +6.1% | -5.4% | -2.5% |
| YTD | +8.7% | +22.9% | -14.2% | -1.4% |
| 1Y | +11.0% | +14.7% | -3.8% | +3.5% |
| 3Y | +75.4% | +92.3% | -16.9% | +29.9% |
| 5Y | +68.3% | +116.6% | -48.3% | +17.1% |
| 10Y | +315.5% | +775.4% | -459.9% | +63.1% |
| All | +738.6% | +3,361.4% | -2,622.8% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling