+123.4%
IVV vs ROIV
+298.6%
-175.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -0.9% | +9.5% | -10.4% | -1.6% |
| 30D | -2.3% | +21.0% | -23.3% | -3.8% |
| 3M | -1.2% | +18.7% | -19.9% | -2.7% |
| 6M | +3.3% | +44.5% | -41.2% | 0.0% |
| YTD | +12.3% | +92.9% | -80.5% | +6.0% |
| 1Y | +12.5% | +100.2% | -87.7% | +5.9% |
| 3Y | +79.2% | +375.0% | -295.9% | +57.6% |
| 5Y | +75.6% | +435.2% | -359.5% | +43.7% |
| All | +123.4% | +298.6% | -175.2% | +89.6% |
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