+881.6%
IVV vs VO
+799.0%
+82.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -1.4% |
| 7D | -4.8% | -3.3% | -1.4% | -1.8% |
| 30D | -5.9% | -1.8% | -4.1% | -4.4% |
| 3M | -4.5% | -3.4% | -1.2% | -1.6% |
| 6M | +1.8% | +3.0% | -1.2% | -0.7% |
| YTD | +8.4% | +10.7% | -2.3% | -0.9% |
| 1Y | +9.4% | +11.8% | -2.4% | -0.8% |
| 3Y | +75.3% | +60.4% | +14.9% | +16.1% |
| 5Y | +67.8% | +33.6% | +34.2% | +29.7% |
| 10Y | +314.2% | +202.0% | +112.2% | +58.4% |
| All | +881.6% | +799.0% | +82.6% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling