+76.9%
IVV vs VO
+66.9%
+10.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.4% |
| 30D | -3.7% | +0.5% | -4.1% | -4.0% |
| 3M | -2.7% | -1.1% | -1.6% | -1.7% |
| 6M | +2.2% | +6.4% | -4.1% | -3.3% |
| YTD | +10.9% | +13.5% | -2.6% | -1.3% |
| 1Y | +11.3% | +13.6% | -2.3% | -1.0% |
| 3Y | +76.9% | +65.2% | +11.7% | +18.5% |
| All | +76.9% | +66.9% | +10.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling