+307.4%
IVV vs SBAC
+103.9%
+203.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -0.6% | +3.6% | -4.2% | -1.5% |
| 30D | -3.7% | +4.9% | -8.6% | -5.0% |
| 3M | -2.7% | +6.5% | -9.2% | -4.6% |
| 6M | +2.2% | -11.1% | +13.4% | +4.7% |
| YTD | +10.9% | +0.9% | +10.0% | +8.5% |
| 1Y | +11.3% | -1.6% | +12.9% | +9.6% |
| 3Y | +76.9% | -7.0% | +83.9% | +72.5% |
| 5Y | +73.5% | -39.2% | +112.7% | +94.4% |
| 10Y | +307.4% | +111.4% | +196.0% | +244.0% |
| All | +307.4% | +103.9% | +203.5% | +244.0% |
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