+776.1%
IVV vs NOK
-59.8%
+835.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +0.1% | +4.7% | -4.6% | -1.1% |
| 3M | +2.0% | -39.7% | +41.6% | +12.1% |
| 6M | +13.0% | +23.1% | -10.0% | +5.3% |
| YTD | +13.6% | +55.0% | -41.4% | +0.3% |
| 1Y | +20.1% | +118.0% | -98.0% | -2.7% |
| 3Y | +77.6% | +170.5% | -92.9% | +34.9% |
| 5Y | +82.5% | +84.9% | -2.4% | +49.2% |
| 10Y | +316.5% | +112.0% | +204.5% | +199.5% |
| All | +776.1% | -59.8% | +835.9% | +536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling