+310.3%
IVV vs OMC
+53.0%
+257.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +2.6% | +1.9% | +0.7% | +2.0% |
| 30D | -2.0% | +12.2% | -14.2% | -5.7% |
| 3M | -2.8% | +0.6% | -3.4% | -3.3% |
| 6M | +2.2% | +21.0% | -18.8% | -5.0% |
| YTD | +11.5% | +12.4% | -0.8% | +5.2% |
| 1Y | +13.5% | +25.4% | -11.9% | +2.6% |
| 3Y | +78.1% | +29.2% | +48.9% | +54.9% |
| 5Y | +73.1% | +52.6% | +20.5% | +37.9% |
| All | +310.3% | +53.0% | +257.3% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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