+83.1%
IVV vs ROK
+46.3%
+36.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | -3.3% | +3.4% | +1.1% |
| 3M | +2.0% | -5.9% | +7.9% | +3.6% |
| 6M | +13.0% | +13.9% | -0.8% | +7.1% |
| YTD | +13.6% | +12.6% | +1.0% | +7.6% |
| 1Y | +20.1% | +28.6% | -8.5% | +8.4% |
| 3Y | +77.6% | +45.1% | +32.5% | +48.7% |
| All | +83.1% | +46.3% | +36.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling