+73.1%
IVV vs SO
+79.0%
-5.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -2.0% | +4.7% | -6.7% | -2.9% |
| 3M | -2.8% | +1.7% | -4.5% | -3.1% |
| 6M | +2.2% | +2.2% | 0.0% | +1.5% |
| YTD | +11.5% | +10.0% | +1.6% | +8.6% |
| 1Y | +13.5% | +6.0% | +7.5% | +11.5% |
| 3Y | +78.1% | +54.1% | +24.0% | +52.0% |
| All | +73.1% | +79.0% | -5.9% | +40.1% |
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 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