+309.6%
IVV vs STT
+210.2%
+99.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +1.1% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -3.3% | -2.3% | -1.0% | -2.5% |
| 3M | -2.4% | -7.5% | +5.1% | +0.4% |
| 6M | +2.6% | +14.9% | -12.3% | -3.0% |
| YTD | +11.3% | +34.9% | -23.6% | -1.4% |
| 1Y | +13.4% | +47.1% | -33.6% | -2.8% |
| 3Y | +80.3% | +179.6% | -99.3% | +19.7% |
| 5Y | +72.7% | +107.1% | -34.4% | +23.8% |
| 10Y | +309.6% | +199.4% | +110.2% | +144.4% |
| All | +309.6% | +210.2% | +99.4% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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