+309.6%
IVV vs NOC
+158.6%
+151.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.8% |
| 30D | -3.3% | +12.1% | -15.5% | -6.2% |
| 3M | -2.4% | -5.3% | +2.9% | -1.4% |
| 6M | +2.6% | -1.0% | +3.6% | +2.2% |
| YTD | +11.3% | -4.3% | +15.6% | +10.9% |
| 1Y | +13.4% | -3.6% | +17.1% | +12.8% |
| 3Y | +80.3% | +22.9% | +57.4% | +63.4% |
| 5Y | +72.7% | +60.4% | +12.3% | +37.1% |
| 10Y | +309.6% | +161.3% | +148.4% | +178.6% |
| All | +309.6% | +158.6% | +151.0% | +178.6% |
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