+309.6%
IVV vs ROL
+222.1%
+87.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.7% |
| 7D | +0.1% | +7.5% | -7.4% | -2.2% |
| 30D | -3.3% | +21.1% | -24.5% | -9.1% |
| 3M | -2.4% | +3.1% | -5.5% | -3.7% |
| 6M | +2.6% | -27.4% | +30.0% | +12.9% |
| YTD | +11.3% | -34.7% | +46.0% | +26.3% |
| 1Y | +13.4% | -32.9% | +46.4% | +27.5% |
| 3Y | +80.3% | +6.1% | +74.1% | +68.3% |
| 5Y | +72.7% | +16.3% | +56.4% | +51.7% |
| 10Y | +309.6% | +214.9% | +94.8% | +145.7% |
| All | +309.6% | +222.1% | +87.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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