+67.8%
IVV vs SO
+78.6%
-10.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | -5.9% | +9.2% | -15.2% | -7.5% |
| 3M | -4.5% | +1.1% | -5.6% | -4.8% |
| 6M | +1.8% | -1.1% | +2.9% | +1.8% |
| YTD | +8.4% | +9.7% | -1.3% | +5.6% |
| 1Y | +9.4% | +5.5% | +3.9% | +7.6% |
| 3Y | +75.3% | +47.0% | +28.2% | +52.6% |
| 5Y | +67.8% | +77.6% | -9.8% | +37.6% |
| All | +67.8% | +78.6% | -10.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling