+73.5%
IVV vs SO
+78.2%
-4.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -3.7% | +8.7% | -12.3% | -5.2% |
| 3M | -2.7% | +3.4% | -6.1% | -3.4% |
| 6M | +2.2% | +3.7% | -1.5% | +1.2% |
| YTD | +10.9% | +10.0% | +0.9% | +8.0% |
| 1Y | +11.3% | +6.6% | +4.7% | +9.2% |
| 3Y | +76.9% | +52.5% | +24.4% | +51.7% |
| 5Y | +73.5% | +76.1% | -2.6% | +42.2% |
| All | +73.5% | +78.2% | -4.7% | +42.2% |
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