+68.2%
IVV vs ON
+5.6%
+62.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -2.7% | -11.7% | +9.0% | -0.4% |
| 30D | -5.4% | -23.3% | +17.9% | -0.7% |
| 3M | -4.1% | -19.2% | +15.1% | -0.7% |
| 6M | +0.7% | -40.1% | +40.9% | +8.1% |
| YTD | +8.7% | +16.9% | -8.2% | +0.1% |
| 1Y | +11.0% | +29.7% | -18.8% | -0.4% |
| 3Y | +75.4% | -4.4% | +79.8% | +57.9% |
| All | +68.2% | +5.6% | +62.6% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling