+116.2%
IVV vs ROIV
+270.3%
-154.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.8% | -0.1% |
| 7D | -2.7% | +5.3% | -8.0% | -3.1% |
| 30D | -5.4% | +11.9% | -17.3% | -6.2% |
| 3M | -4.1% | +10.7% | -14.8% | -5.0% |
| 6M | +0.7% | +34.9% | -34.2% | -2.0% |
| YTD | +8.7% | +79.2% | -70.4% | +3.2% |
| 1Y | +11.0% | +89.0% | -78.0% | +4.9% |
| 3Y | +75.4% | +337.3% | -261.9% | +55.3% |
| 5Y | +68.3% | +402.3% | -334.0% | +38.6% |
| All | +116.2% | +270.3% | -154.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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