+310.3%
IVV vs ROK
+264.0%
+46.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.6% | +7.1% | -4.5% | -0.1% |
| 30D | -2.0% | -5.0% | +3.0% | -0.5% |
| 3M | -2.8% | -9.4% | +6.6% | +0.4% |
| 6M | +2.2% | -11.0% | +13.2% | +5.6% |
| YTD | +11.5% | +4.4% | +7.1% | +7.3% |
| 1Y | +13.5% | +7.4% | +6.1% | +8.0% |
| 3Y | +78.1% | +61.0% | +17.1% | +38.2% |
| 5Y | +73.1% | +30.4% | +42.7% | +42.8% |
| All | +310.3% | +264.0% | +46.3% | +119.3% |
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