+313.7%
IVV vs OMC
+32.3%
+281.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +0.5% | -5.8% | +6.3% | +2.4% |
| 30D | -1.0% | -4.8% | +3.9% | +0.5% |
| 3M | +3.9% | +9.2% | -5.4% | +0.2% |
| 6M | +14.5% | -2.5% | +17.0% | +14.4% |
| YTD | +12.9% | +2.6% | +10.3% | +9.9% |
| 1Y | +19.4% | +5.9% | +13.4% | +14.1% |
| 3Y | +78.8% | +14.2% | +64.6% | +62.5% |
| 5Y | +82.2% | +33.2% | +48.9% | +52.1% |
| 10Y | +313.7% | +33.4% | +280.2% | +224.6% |
| All | +313.7% | +32.3% | +281.4% | +224.6% |
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