+873.1%
IVV vs STLA
+263.8%
+609.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | +2.0% | -24.8% | +26.8% | +6.9% |
| 6M | +13.0% | -25.6% | +38.6% | +18.3% |
| YTD | +13.6% | -48.9% | +62.5% | +25.9% |
| 1Y | +20.1% | -38.8% | +58.8% | +27.9% |
| 3Y | +77.6% | -64.5% | +142.1% | +103.7% |
| 5Y | +82.5% | -62.4% | +144.9% | +103.4% |
| 10Y | +316.5% | +55.4% | +261.1% | +274.2% |
| All | +873.1% | +263.8% | +609.3% | +739.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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