+738.6%
IVV vs ROP
+3,218.1%
-2,479.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +1.6% |
| 7D | -2.7% | +2.1% | -4.8% | -3.7% |
| 30D | -5.4% | +32.9% | -38.3% | -16.7% |
| 3M | -4.1% | +20.0% | -24.1% | -12.0% |
| 6M | +0.7% | +36.4% | -35.7% | -13.6% |
| YTD | +8.7% | +7.8% | +0.9% | +2.5% |
| 1Y | +11.0% | +8.0% | +3.0% | +4.4% |
| 3Y | +75.4% | -3.5% | +78.9% | +72.2% |
| 5Y | +68.3% | +1.5% | +66.9% | +60.7% |
| 10Y | +315.5% | +198.5% | +117.1% | +146.9% |
| All | +738.6% | +3,218.1% | -2,479.4% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling