+315.2%
IVV vs ROP
+140.4%
+174.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.3% |
| 7D | +0.1% | -4.4% | +4.6% | +2.3% |
| 30D | +0.1% | +3.2% | -3.2% | -1.6% |
| 3M | +2.0% | +23.1% | -21.1% | -9.2% |
| 6M | +13.0% | +13.3% | -0.3% | +4.4% |
| YTD | +13.6% | -7.9% | +21.4% | +16.5% |
| 1Y | +20.1% | -22.1% | +42.1% | +34.8% |
| 3Y | +77.6% | -16.8% | +94.4% | +90.0% |
| 5Y | +82.5% | -13.5% | +96.0% | +88.3% |
| All | +315.2% | +140.4% | +174.8% | +150.9% |
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