+738.6%
IVV vs ROST
+11,367.8%
-10,629.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | -5.4% | +2.5% | -7.8% | -6.2% |
| 3M | -4.1% | -9.0% | +4.9% | -1.5% |
| 6M | +0.7% | +1.3% | -0.6% | -0.5% |
| YTD | +8.7% | +29.1% | -20.3% | -0.6% |
| 1Y | +11.0% | +45.4% | -34.5% | -2.4% |
| 3Y | +75.4% | +94.9% | -19.4% | +39.2% |
| 5Y | +68.3% | +104.0% | -35.7% | +28.2% |
| 10Y | +315.5% | +314.8% | +0.7% | +142.2% |
| All | +738.6% | +11,367.8% | -10,629.1% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling