+67.8%
IVV vs STM
-17.8%
+85.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.4% | +8.0% | -1.6% |
| 7D | -4.8% | -20.1% | +15.3% | 0.0% |
| 30D | -5.9% | -32.0% | +26.0% | +2.2% |
| 3M | -4.5% | -24.2% | +19.6% | +0.8% |
| 6M | +1.8% | -29.9% | +31.8% | +6.7% |
| YTD | +8.4% | +54.9% | -46.5% | -9.0% |
| 1Y | +9.4% | +68.0% | -58.6% | -10.3% |
| 3Y | +75.3% | -0.1% | +75.4% | +57.0% |
| 5Y | +67.8% | -17.9% | +85.7% | +50.5% |
| All | +67.8% | -17.8% | +85.5% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling