+306.5%
IVV vs ROL
+216.1%
+90.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | -2.7% | +9.5% | -12.2% | -5.5% |
| 30D | -5.4% | +22.9% | -28.3% | -11.5% |
| 3M | -4.1% | +3.5% | -7.6% | -5.5% |
| 6M | +0.7% | -29.4% | +30.1% | +11.8% |
| YTD | +8.7% | -36.1% | +44.8% | +24.2% |
| 1Y | +11.0% | -34.4% | +45.3% | +25.5% |
| 3Y | +75.4% | +4.0% | +71.4% | +64.8% |
| 5Y | +68.3% | +13.2% | +55.1% | +49.2% |
| All | +306.5% | +216.1% | +90.4% | +142.9% |
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