+74.8%
IVV vs VST
+229.5%
-154.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.7% | -3.6% |
| 7D | -4.8% | -19.9% | +15.2% | -2.3% |
| 30D | -5.9% | -29.7% | +23.7% | -2.0% |
| 3M | -4.5% | -19.6% | +15.0% | -2.4% |
| 6M | +1.8% | -29.4% | +31.2% | +5.4% |
| YTD | +8.4% | -29.7% | +38.1% | +11.5% |
| 1Y | +9.4% | -40.0% | +49.4% | +14.8% |
| All | +74.8% | +229.5% | -154.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3y: compounded portfolio wealth divided by compounded VST 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…
3y analysis · Full analysis span regression · 6 months rolling