+306.5%
IVV vs STT
+204.5%
+102.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | -5.4% | -5.0% | -0.4% | -3.6% |
| 3M | -4.1% | -10.5% | +6.4% | -0.1% |
| 6M | +0.7% | +10.0% | -9.3% | -3.2% |
| YTD | +8.7% | +30.7% | -21.9% | -2.5% |
| 1Y | +11.0% | +43.8% | -32.8% | -4.1% |
| 3Y | +75.4% | +168.1% | -92.7% | +18.3% |
| 5Y | +68.3% | +101.4% | -33.1% | +22.0% |
| All | +306.5% | +204.5% | +102.0% | +143.4% |
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