+17.6%
IVV vs SNY
-4.5%
+22.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | -3.3% | +2.5% | -0.4% |
| 30D | -1.1% | -2.2% | +1.1% | -0.9% |
| 3M | +3.9% | -3.0% | +6.9% | +4.2% |
| 6M | +13.6% | +2.7% | +10.9% | +13.1% |
| YTD | +12.7% | -6.8% | +19.6% | +13.5% |
| 1Y | +17.6% | -5.3% | +22.8% | +18.1% |
| All | +17.6% | -4.5% | +22.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling