+735.8%
IVV vs STT
+386.3%
+349.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.3% | -2.9% |
| 7D | -4.8% | -4.9% | +0.1% | -3.2% |
| 30D | -5.9% | -6.0% | +0.1% | -4.1% |
| 3M | -4.5% | -11.7% | +7.1% | -0.8% |
| 6M | +1.8% | +11.7% | -9.8% | -1.9% |
| YTD | +8.4% | +30.4% | -22.0% | -1.0% |
| 1Y | +9.4% | +43.9% | -34.5% | -3.2% |
| 3Y | +75.3% | +165.4% | -90.2% | +26.7% |
| 5Y | +67.8% | +101.0% | -33.2% | +29.1% |
| 10Y | +314.2% | +210.7% | +103.5% | +163.5% |
| All | +735.8% | +386.3% | +349.6% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling