+222.7%
KO vs IVV
+310.9%
-88.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.8% | +3.3% | -1.6% | +0.1% |
| 30D | +8.1% | -2.7% | +10.8% | +9.4% |
| 3M | +13.0% | -1.7% | +14.7% | +13.7% |
| 6M | +23.3% | +3.2% | +20.1% | +20.6% |
| YTD | +42.1% | +12.0% | +30.1% | +32.9% |
| 1Y | +39.9% | +12.1% | +27.8% | +30.7% |
| 3Y | +87.3% | +78.6% | +8.7% | +30.7% |
| 5Y | +99.3% | +73.8% | +25.4% | +39.8% |
| All | +222.7% | +310.9% | -88.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling