+766.3%
IVV vs ROL
+7,746.7%
-6,980.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -2.3% | +20.6% | -22.9% | -8.8% |
| 3M | -1.2% | +4.5% | -5.6% | -3.3% |
| 6M | +3.3% | -26.5% | +29.8% | +13.7% |
| YTD | +12.3% | -34.8% | +47.2% | +28.4% |
| 1Y | +12.5% | -33.2% | +45.7% | +27.4% |
| 3Y | +79.2% | +4.5% | +74.7% | +69.5% |
| 5Y | +75.6% | +15.5% | +60.1% | +56.9% |
| 10Y | +313.4% | +217.2% | +96.1% | +144.7% |
| All | +766.3% | +7,746.7% | -6,980.3% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling