+67.8%
IVV vs STT
+97.1%
-29.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.3% | -2.6% |
| 7D | -4.8% | -4.9% | +0.1% | -2.9% |
| 30D | -5.9% | -6.0% | +0.1% | -3.7% |
| 3M | -4.5% | -11.7% | +7.1% | -0.1% |
| 6M | +1.8% | +11.7% | -9.8% | -2.7% |
| YTD | +8.4% | +30.4% | -22.0% | -2.8% |
| 1Y | +9.4% | +43.9% | -34.5% | -5.6% |
| 3Y | +75.3% | +165.4% | -90.2% | +18.3% |
| 5Y | +67.8% | +101.0% | -33.2% | +18.0% |
| All | +67.8% | +97.1% | -29.3% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling