+72.7%
IVV vs SITM
+63.2%
+9.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.6% | -7.3% | +1.1% |
| 7D | +0.1% | +9.4% | -9.3% | -1.4% |
| 30D | -3.3% | -25.4% | +22.0% | -0.3% |
| 3M | -2.4% | -37.0% | +34.6% | +2.3% |
| 6M | +2.6% | -45.1% | +47.7% | +8.0% |
| YTD | +11.3% | +29.4% | -18.1% | +2.2% |
| 1Y | +13.4% | +39.8% | -26.4% | +2.6% |
| 3Y | +80.3% | +328.2% | -247.9% | +27.5% |
| 5Y | +72.7% | +87.4% | -14.6% | +25.8% |
| All | +72.7% | +63.2% | +9.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling