+82.6%
IVV vs SGOV
+20.1%
+62.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -1.9% |
| 30D | -1.6% | +0.3% | -1.9% | -1.4% |
| 3M | +4.8% | +0.9% | +3.8% | +5.7% |
| 6M | +12.6% | +1.8% | +10.7% | +14.3% |
| YTD | +11.8% | +2.5% | +9.3% | +13.6% |
| 1Y | +17.6% | +3.8% | +13.8% | +19.7% |
| 3Y | +77.0% | +14.4% | +62.7% | +80.2% |
| 5Y | +82.6% | +20.1% | +62.4% | +138.6% |
| All | +82.6% | +20.1% | +62.4% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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