+776.1%
IVV vs ON
+219.9%
+556.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +0.1% | -3.3% | +3.4% | +0.5% |
| 3M | +2.0% | -43.6% | +45.6% | +10.0% |
| 6M | +13.0% | +19.0% | -5.9% | +7.7% |
| YTD | +13.6% | +37.4% | -23.8% | +5.6% |
| 1Y | +20.1% | +54.8% | -34.7% | +9.1% |
| 3Y | +77.6% | -25.2% | +102.8% | +73.7% |
| 5Y | +82.5% | +62.7% | +19.8% | +54.6% |
| 10Y | +316.5% | +574.3% | -257.8% | +174.0% |
| All | +776.1% | +219.9% | +556.2% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling