+78.8%
IVV vs ROKU
+86.5%
-7.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -1.0% | +1.5% | -2.4% | -1.2% |
| 3M | +3.9% | +25.7% | -21.9% | +0.2% |
| 6M | +14.5% | +54.5% | -40.0% | +7.0% |
| YTD | +12.9% | +43.2% | -30.3% | +6.3% |
| 1Y | +19.4% | +56.3% | -36.9% | +10.7% |
| 3Y | +78.8% | +86.1% | -7.3% | +57.2% |
| All | +78.8% | +86.5% | -7.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling