+309.6%
IVV vs ON
+527.7%
-218.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.2% | -6.8% | +0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -3.3% | -10.9% | +7.5% | -1.2% |
| 3M | -2.4% | -14.9% | +12.5% | +0.3% |
| 6M | +2.6% | -33.0% | +35.6% | +8.4% |
| YTD | +11.3% | +27.6% | -16.3% | +0.1% |
| 1Y | +13.4% | +44.5% | -31.0% | -1.1% |
| 3Y | +80.3% | +7.4% | +72.9% | +58.4% |
| 5Y | +72.7% | +18.7% | +54.0% | +39.2% |
| 10Y | +309.6% | +516.0% | -206.3% | +112.4% |
| All | +309.6% | +527.7% | -218.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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