+766.3%
IVV vs SU
+1,975.4%
-1,209.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | -0.9% | -4.3% | +3.3% | +0.1% |
| 30D | -2.3% | -6.2% | +3.8% | -1.0% |
| 3M | -1.2% | +9.7% | -10.8% | -3.8% |
| 6M | +3.3% | +7.3% | -4.0% | +0.7% |
| YTD | +12.3% | +58.7% | -46.4% | -1.2% |
| 1Y | +12.5% | +59.7% | -47.2% | -1.2% |
| 3Y | +79.2% | +129.2% | -50.1% | +41.6% |
| 5Y | +75.6% | +223.7% | -148.0% | +23.6% |
| 10Y | +313.4% | +235.9% | +77.5% | +165.5% |
| All | +766.3% | +1,975.4% | -1,209.1% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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