+763.7%
IVV vs SIRI
-89.4%
+853.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +3.3% | -3.7% | +7.0% | +3.6% |
| 30D | -2.7% | +20.4% | -23.1% | -4.1% |
| 3M | -1.7% | +12.5% | -14.2% | -2.7% |
| 6M | +3.2% | +23.4% | -20.3% | +1.3% |
| YTD | +12.0% | +65.2% | -53.2% | +7.3% |
| 1Y | +12.1% | +52.4% | -40.3% | +8.1% |
| 3Y | +78.6% | -22.6% | +101.2% | +78.7% |
| 5Y | +73.8% | -41.7% | +115.5% | +75.2% |
| 10Y | +312.1% | -7.8% | +319.9% | +301.4% |
| All | +763.7% | -89.4% | +853.1% | +711.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling