+313.7%
IVV vs ROK
+342.8%
-29.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.5% | +2.8% | -2.3% | -0.6% |
| 30D | -1.0% | -2.4% | +1.4% | -0.1% |
| 3M | +3.9% | -4.7% | +8.5% | +5.2% |
| 6M | +14.5% | +16.8% | -2.3% | +6.6% |
| YTD | +12.9% | +11.4% | +1.5% | +6.6% |
| 1Y | +19.4% | +26.2% | -6.8% | +7.0% |
| 3Y | +78.8% | +51.9% | +27.0% | +43.3% |
| 5Y | +82.2% | +46.4% | +35.8% | +44.0% |
| 10Y | +313.7% | +343.5% | -29.9% | +104.3% |
| All | +313.7% | +342.8% | -29.1% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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