+315.1%
IVV vs SO
+156.1%
+159.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -4.6% | +4.7% | +1.7% |
| 3M | +2.0% | -3.0% | +5.0% | +2.8% |
| 6M | +13.0% | -8.3% | +21.3% | +16.0% |
| YTD | +13.6% | +3.5% | +10.1% | +11.3% |
| 1Y | +20.1% | -0.9% | +21.0% | +19.3% |
| 3Y | +77.6% | +45.4% | +32.3% | +48.7% |
| 5Y | +82.5% | +59.6% | +22.9% | +45.3% |
| All | +315.1% | +156.1% | +159.1% | +191.1% |
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