+760.2%
IVV vs ORLY
+18,261.5%
-17,501.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | +2.6% | 0.0% | +1.8% |
| 30D | -2.0% | +6.3% | -8.3% | -3.9% |
| 3M | -2.8% | -0.4% | -2.3% | -2.9% |
| 6M | +2.2% | +2.8% | -0.6% | +0.6% |
| YTD | +11.5% | +1.1% | +10.5% | +9.9% |
| 1Y | +13.5% | -6.3% | +19.8% | +14.3% |
| 3Y | +78.1% | +38.9% | +39.2% | +56.8% |
| 5Y | +73.1% | +113.1% | -40.0% | +31.5% |
| 10Y | +310.4% | +426.2% | -115.8% | +128.3% |
| All | +760.2% | +18,261.5% | -17,501.3% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling