+313.7%
IVV vs LOW
+224.9%
+88.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -1.0% | -10.1% | +9.1% | +3.1% |
| 3M | +3.9% | -2.9% | +6.7% | +4.5% |
| 6M | +14.5% | -19.4% | +33.9% | +23.5% |
| YTD | +12.9% | -15.4% | +28.3% | +18.9% |
| 1Y | +19.4% | -24.9% | +44.3% | +31.6% |
| 3Y | +78.8% | -7.8% | +86.6% | +78.2% |
| 5Y | +82.2% | +8.4% | +73.8% | +66.9% |
| 10Y | +313.7% | +226.8% | +86.9% | +150.1% |
| All | +313.7% | +224.9% | +88.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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