+738.6%
IVV vs NOC
+2,434.4%
-1,695.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -2.7% | -5.8% | +3.1% | -0.8% |
| 30D | -5.4% | +10.9% | -16.3% | -8.9% |
| 3M | -4.1% | -7.1% | +3.1% | -2.1% |
| 6M | +0.7% | -5.3% | +6.1% | +1.7% |
| YTD | +8.7% | -6.8% | +15.5% | +9.3% |
| 1Y | +11.0% | -6.7% | +17.7% | +11.4% |
| 3Y | +75.4% | +17.2% | +58.2% | +57.9% |
| 5Y | +68.3% | +56.3% | +12.1% | +31.1% |
| 10Y | +315.5% | +173.7% | +141.8% | +148.2% |
| All | +738.6% | +2,434.4% | -1,695.7% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling