+167.8%
IVV vs SITM
+3,318.8%
-3,151.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.9% |
| 30D | -3.7% | -27.4% | +23.8% | -0.3% |
| 3M | -2.7% | -35.6% | +32.9% | +1.6% |
| 6M | +2.2% | -46.6% | +48.9% | +7.9% |
| YTD | +10.9% | +25.8% | -14.9% | +2.6% |
| 1Y | +11.3% | +38.2% | -26.9% | +1.3% |
| 3Y | +76.9% | +311.5% | -234.6% | +29.0% |
| 5Y | +73.5% | +94.6% | -21.2% | +30.1% |
| All | +167.8% | +3,318.8% | -3,151.0% | +31.5% |
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