+309.6%
IVV vs STM
+433.9%
-124.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +0.6% |
| 7D | +0.1% | -5.6% | +5.7% | +1.3% |
| 30D | -3.3% | -14.4% | +11.1% | +0.1% |
| 3M | -2.4% | -20.5% | +18.1% | +2.5% |
| 6M | +2.6% | -24.5% | +27.1% | +6.3% |
| YTD | +11.3% | +72.7% | -61.4% | -9.6% |
| 1Y | +13.4% | +91.0% | -77.6% | -10.6% |
| 3Y | +80.3% | +13.5% | +66.8% | +55.7% |
| 5Y | +72.7% | -9.2% | +81.9% | +53.7% |
| 10Y | +309.6% | +422.5% | -112.9% | +147.9% |
| All | +309.6% | +433.9% | -124.2% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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