+115.5%
IVV vs ROIV
+248.8%
-133.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -4.1% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | -5.9% | +3.1% | -9.0% | -6.2% |
| 3M | -4.5% | +5.8% | -10.4% | -5.2% |
| 6M | +1.8% | +29.3% | -27.5% | -0.6% |
| YTD | +8.4% | +68.8% | -60.4% | +3.4% |
| 1Y | +9.4% | +81.0% | -71.6% | +3.8% |
| 3Y | +75.3% | +294.6% | -219.4% | +56.2% |
| 5Y | +67.8% | +373.1% | -305.4% | +38.8% |
| All | +115.5% | +248.8% | -133.3% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling