+310.3%
IVV vs ROP
+185.2%
+125.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +2.6% | +0.7% | +1.9% | +2.2% |
| 30D | -2.0% | +28.8% | -30.8% | -13.7% |
| 3M | -2.8% | +21.1% | -23.8% | -12.1% |
| 6M | +2.2% | +52.5% | -50.4% | -18.9% |
| YTD | +11.5% | +8.9% | +2.7% | +4.9% |
| 1Y | +13.5% | +8.2% | +5.3% | +7.0% |
| 3Y | +78.1% | -5.2% | +83.3% | +78.4% |
| 5Y | +73.1% | +1.7% | +71.4% | +64.3% |
| All | +310.3% | +185.2% | +125.1% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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