+884.9%
IVV vs VO
+797.8%
+87.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.5% |
| 7D | -2.7% | -2.6% | -0.1% | -0.4% |
| 30D | -5.4% | -0.9% | -4.4% | -4.6% |
| 3M | -4.1% | -3.0% | -1.0% | -1.5% |
| 6M | +0.7% | +2.2% | -1.5% | -1.1% |
| YTD | +8.7% | +10.6% | -1.8% | -0.4% |
| 1Y | +11.0% | +12.5% | -1.5% | +0.1% |
| 3Y | +75.4% | +61.4% | +14.0% | +15.6% |
| 5Y | +68.3% | +33.4% | +34.9% | +30.3% |
| 10Y | +315.5% | +201.5% | +114.0% | +59.2% |
| All | +884.9% | +797.8% | +87.1% | +51.7% |
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