+306.5%
IVV vs SO
+177.2%
+129.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -5.4% | +8.1% | -13.4% | -8.0% |
| 3M | -4.1% | +0.2% | -4.3% | -4.3% |
| 6M | +0.7% | +0.4% | +0.3% | +0.1% |
| YTD | +8.7% | +8.5% | +0.2% | +4.7% |
| 1Y | +11.0% | +4.9% | +6.0% | +8.1% |
| 3Y | +75.4% | +47.9% | +27.5% | +46.3% |
| 5Y | +68.3% | +75.7% | -7.3% | +29.0% |
| All | +306.5% | +177.2% | +129.4% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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