+313.4%
IVV vs ROST
+321.2%
-7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -2.3% | +6.8% | -9.2% | -4.5% |
| 3M | -1.2% | -4.0% | +2.8% | -0.1% |
| 6M | +3.3% | +12.9% | -9.6% | -1.5% |
| YTD | +12.3% | +34.7% | -22.4% | +0.7% |
| 1Y | +12.5% | +49.5% | -37.0% | -2.8% |
| 3Y | +79.2% | +101.5% | -22.3% | +38.1% |
| 5Y | +75.6% | +120.7% | -45.0% | +27.5% |
| 10Y | +313.4% | +317.8% | -4.5% | +153.9% |
| All | +313.4% | +321.2% | -7.8% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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