+11.7%
IVV vs NOC
-3.0%
+14.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.4% |
| 7D | +0.1% | -2.9% | +3.0% | 0.0% |
| 30D | -3.3% | +12.1% | -15.5% | -3.4% |
| 3M | -2.4% | -5.3% | +2.9% | -2.2% |
| 6M | +2.6% | -1.0% | +3.6% | +2.7% |
| YTD | +11.3% | -4.3% | +15.6% | +10.2% |
| All | +11.7% | -3.0% | +14.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling