+68.2%
IVV vs ROL
+13.1%
+55.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -2.7% | +9.5% | -12.2% | -4.6% |
| 30D | -5.4% | +22.9% | -28.3% | -9.6% |
| 3M | -4.1% | +3.5% | -7.6% | -4.9% |
| 6M | +0.7% | -29.4% | +30.1% | +9.0% |
| YTD | +8.7% | -36.1% | +44.8% | +20.3% |
| 1Y | +11.0% | -34.4% | +45.3% | +21.8% |
| 3Y | +75.4% | +4.0% | +71.4% | +65.4% |
| All | +68.2% | +13.1% | +55.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling