+315.2%
IVV vs NOC
+182.6%
+132.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | +0.1% | -5.2% | +5.3% | +1.5% |
| 30D | +0.1% | -7.2% | +7.3% | +1.9% |
| 3M | +2.0% | -5.1% | +7.1% | +3.0% |
| 6M | +13.0% | -31.1% | +44.1% | +23.9% |
| YTD | +13.6% | -8.6% | +22.2% | +14.8% |
| 1Y | +20.1% | -9.7% | +29.8% | +21.6% |
| 3Y | +77.6% | +24.3% | +53.3% | +59.5% |
| 5Y | +82.5% | +52.6% | +29.8% | +46.7% |
| All | +315.2% | +182.6% | +132.6% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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