+73.8%
IVV vs SBAC
-41.3%
+115.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +3.3% | -3.4% | +6.7% | +3.9% |
| 30D | -2.7% | +2.6% | -5.3% | -3.2% |
| 3M | -1.7% | +2.6% | -4.3% | -2.3% |
| 6M | +3.2% | -11.5% | +14.7% | +5.0% |
| YTD | +12.0% | -1.6% | +13.6% | +11.0% |
| 1Y | +12.1% | -5.1% | +17.2% | +12.0% |
| 3Y | +78.6% | -9.3% | +88.0% | +76.4% |
| 5Y | +73.8% | -41.0% | +114.8% | +97.2% |
| All | +73.8% | -41.3% | +115.1% | +97.2% |
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