+83.1%
IVV vs OMC
+33.9%
+49.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | +0.1% | -6.4% | +6.5% | +1.8% |
| 30D | +0.1% | +1.1% | -1.0% | -0.4% |
| 3M | +2.0% | +10.4% | -8.4% | -1.2% |
| 6M | +13.0% | -1.7% | +14.8% | +12.9% |
| YTD | +13.6% | +4.4% | +9.2% | +10.9% |
| 1Y | +20.1% | +8.4% | +11.6% | +15.2% |
| 3Y | +77.6% | +14.4% | +63.2% | +62.5% |
| All | +83.1% | +33.9% | +49.2% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling