+313.6%
IVV vs ORLY
+362.1%
-48.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.4% |
| 30D | -1.6% | -7.6% | +6.0% | +0.7% |
| 3M | +4.8% | -5.5% | +10.2% | +6.1% |
| 6M | +12.6% | -9.7% | +22.3% | +15.2% |
| YTD | +11.8% | -6.2% | +18.0% | +12.8% |
| 1Y | +17.6% | -18.6% | +36.2% | +23.9% |
| 3Y | +77.0% | +33.8% | +43.2% | +55.8% |
| 5Y | +82.6% | +116.5% | -34.0% | +33.6% |
| All | +313.6% | +362.1% | -48.5% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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