+738.6%
IVV vs ROL
+7,600.7%
-6,862.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -2.7% | +9.5% | -12.2% | -5.8% |
| 30D | -5.4% | +22.9% | -28.3% | -12.3% |
| 3M | -4.1% | +3.5% | -7.6% | -5.8% |
| 6M | +0.7% | -29.4% | +30.1% | +12.4% |
| YTD | +8.7% | -36.1% | +44.8% | +25.1% |
| 1Y | +11.0% | -34.4% | +45.3% | +26.4% |
| 3Y | +75.4% | +4.0% | +71.4% | +66.2% |
| 5Y | +68.3% | +13.2% | +55.1% | +51.4% |
| 10Y | +315.5% | +219.7% | +95.9% | +145.2% |
| All | +738.6% | +7,600.7% | -6,862.0% | +60.0% |
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