+68.2%
IVV vs SBAC
-40.3%
+108.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -5.4% | +11.2% | -16.5% | -7.2% |
| 3M | -4.1% | +4.5% | -8.5% | -5.0% |
| 6M | +0.7% | -12.2% | +12.9% | +2.8% |
| YTD | +8.7% | -0.1% | +8.9% | +7.5% |
| 1Y | +11.0% | -0.3% | +11.2% | +9.7% |
| 3Y | +75.4% | -8.7% | +84.2% | +73.3% |
| All | +68.2% | -40.3% | +108.5% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling