+310.3%
IVV vs NOC
+160.0%
+150.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +4.8% | -2.3% | +1.4% |
| 30D | -2.0% | +11.0% | -13.0% | -4.7% |
| 3M | -2.8% | -3.8% | +1.0% | -2.1% |
| 6M | +2.2% | +0.6% | +1.5% | +1.4% |
| YTD | +11.5% | -2.3% | +13.8% | +10.6% |
| 1Y | +13.5% | +0.3% | +13.2% | +11.7% |
| 3Y | +78.1% | +24.6% | +53.5% | +60.9% |
| 5Y | +73.1% | +66.0% | +7.1% | +36.0% |
| All | +310.3% | +160.0% | +150.3% | +177.2% |
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