+309.6%
IVV vs ROK
+277.6%
+32.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.0% |
| 7D | +0.1% | -11.5% | +11.6% | +4.5% |
| 30D | -3.3% | -10.0% | +6.7% | +0.2% |
| 3M | -2.4% | -11.4% | +9.1% | +1.7% |
| 6M | +2.6% | -13.7% | +16.3% | +7.3% |
| YTD | +11.3% | +1.0% | +10.3% | +8.5% |
| 1Y | +13.4% | +5.6% | +7.8% | +8.5% |
| 3Y | +80.3% | +59.1% | +21.2% | +40.4% |
| 5Y | +72.7% | +26.1% | +46.6% | +44.3% |
| 10Y | +309.6% | +266.4% | +43.2% | +122.8% |
| All | +309.6% | +277.6% | +32.0% | +122.8% |
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