+738.6%
IVV vs OMC
+286.9%
+451.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.7% |
| 7D | -2.7% | +6.3% | -9.0% | -5.1% |
| 30D | -5.4% | +15.4% | -20.7% | -10.9% |
| 3M | -4.1% | +5.8% | -9.8% | -6.8% |
| 6M | +0.7% | +14.7% | -13.9% | -6.1% |
| YTD | +8.7% | +10.3% | -1.6% | +1.5% |
| 1Y | +11.0% | +23.2% | -12.3% | -1.6% |
| 3Y | +75.4% | +24.6% | +50.8% | +50.6% |
| 5Y | +68.3% | +50.1% | +18.3% | +29.9% |
| 10Y | +315.5% | +54.3% | +261.3% | +197.2% |
| All | +738.6% | +286.9% | +451.7% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling