+307.4%
IVV vs NOK
+124.2%
+183.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.2% |
| 30D | -3.7% | -20.4% | +16.7% | -0.2% |
| 3M | -2.7% | -9.6% | +6.9% | -2.1% |
| 6M | +2.2% | -35.6% | +37.9% | +7.9% |
| YTD | +10.9% | +27.5% | -16.6% | +1.7% |
| 1Y | +11.3% | +18.4% | -7.1% | +3.4% |
| 3Y | +76.9% | +151.8% | -74.9% | +37.6% |
| 5Y | +73.5% | +61.1% | +12.3% | +46.3% |
| 10Y | +307.4% | +123.7% | +183.7% | +191.0% |
| All | +307.4% | +124.2% | +183.2% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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