+254.1%
IVV vs ROKU
+884.7%
-630.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +0.1% | +5.9% | -5.8% | -0.5% |
| 3M | +2.0% | +23.9% | -21.9% | -0.5% |
| 6M | +13.0% | +59.6% | -46.5% | +7.2% |
| YTD | +13.6% | +43.4% | -29.8% | +8.7% |
| 1Y | +20.1% | +60.2% | -40.1% | +13.4% |
| 3Y | +77.6% | +90.4% | -12.8% | +59.7% |
| 5Y | +82.5% | -54.5% | +137.0% | +75.1% |
| All | +254.1% | +884.7% | -630.6% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling