+322.1%
IVV vs NOK
+127.4%
+194.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.4% | +9.3% | -9.7% | -2.0% |
| 30D | -1.4% | +17.9% | -19.2% | -4.4% |
| 3M | +3.7% | -22.3% | +26.0% | +7.6% |
| 6M | +13.0% | +36.4% | -23.3% | +4.1% |
| YTD | +12.4% | +66.3% | -53.9% | -0.7% |
| 1Y | +18.6% | +134.4% | -115.8% | -3.3% |
| 3Y | +78.1% | +186.6% | -108.5% | +37.3% |
| 5Y | +82.3% | +102.7% | -20.4% | +48.9% |
| 10Y | +322.1% | +129.8% | +192.3% | +199.8% |
| All | +322.1% | +127.4% | +194.7% | +199.8% |
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