+315.2%
IVV vs SBAC
+78.4%
+236.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | +6.9% | -6.8% | -1.7% |
| 3M | +2.0% | -8.2% | +10.2% | +3.9% |
| 6M | +13.0% | -1.6% | +14.7% | +12.0% |
| YTD | +13.6% | -0.1% | +13.7% | +11.7% |
| 1Y | +20.1% | -0.5% | +20.5% | +18.0% |
| 3Y | +77.6% | -9.1% | +86.7% | +74.4% |
| 5Y | +82.5% | -43.8% | +126.3% | +110.2% |
| All | +315.2% | +78.4% | +236.8% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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