+76.9%
IVV vs ROP
-5.2%
+82.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -3.7% | +30.3% | -34.0% | -9.2% |
| 3M | -2.7% | +17.8% | -20.5% | -6.2% |
| 6M | +2.2% | +38.9% | -36.7% | -6.1% |
| YTD | +10.9% | +7.6% | +3.3% | +12.3% |
| 1Y | +11.3% | +6.5% | +4.8% | +13.2% |
| 3Y | +76.9% | -6.3% | +83.2% | +90.9% |
| All | +76.9% | -5.2% | +82.1% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling