+83.1%
IVV vs ROL
-3.8%
+86.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +0.1% | -4.1% | +4.2% | +0.9% |
| 3M | +2.0% | -22.5% | +24.5% | +7.7% |
| 6M | +13.0% | -37.7% | +50.7% | +25.6% |
| YTD | +13.6% | -39.6% | +53.2% | +26.8% |
| 1Y | +20.1% | -36.0% | +56.1% | +31.7% |
| 3Y | +77.6% | -5.1% | +82.8% | +72.4% |
| All | +83.1% | -3.8% | +86.8% | +64.6% |
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