+169.9%
IVV vs SITM
+4,532.8%
-4,362.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -2.0% | +4.8% | -6.8% | -2.6% |
| 30D | -1.6% | -9.7% | +8.1% | -0.6% |
| 3M | +4.8% | -9.3% | +14.1% | +4.6% |
| 6M | +12.6% | +69.5% | -56.9% | +2.0% |
| YTD | +11.8% | +70.5% | -58.7% | +0.4% |
| 1Y | +17.6% | +145.3% | -127.7% | -0.7% |
| 3Y | +77.0% | +432.8% | -355.8% | +25.9% |
| 5Y | +82.6% | +174.0% | -91.4% | +31.7% |
| All | +169.9% | +4,532.8% | -4,362.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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