+250.6%
IVV vs ROKU
+867.7%
-617.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -0.4% | -3.0% | +2.7% | 0.0% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | +3.7% | +26.5% | -22.8% | +0.9% |
| 6M | +13.0% | +52.6% | -39.6% | +7.7% |
| YTD | +12.4% | +40.9% | -28.5% | +7.8% |
| 1Y | +18.6% | +57.6% | -39.0% | +12.2% |
| 3Y | +78.1% | +83.2% | -5.1% | +60.7% |
| 5Y | +82.3% | -54.8% | +137.1% | +75.1% |
| All | +250.6% | +867.7% | -617.2% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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