+776.1%
IVV vs STM
+43.0%
+733.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +0.1% | +5.8% | -5.7% | -1.5% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +2.0% | -33.3% | +35.3% | +11.8% |
| 6M | +13.0% | +57.4% | -44.3% | -4.4% |
| YTD | +13.6% | +102.2% | -88.6% | -11.2% |
| 1Y | +20.1% | +99.6% | -79.5% | -6.6% |
| 3Y | +77.6% | +14.5% | +63.1% | +54.2% |
| 5Y | +82.5% | +21.4% | +61.1% | +50.9% |
| 10Y | +316.5% | +695.0% | -378.4% | +81.5% |
| All | +776.1% | +43.0% | +733.1% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling