+7.4%
IVV vs VST
-23.5%
+30.8%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.8% | +15.4% | +2.6% |
| 7D | -0.7% | -15.7% | +15.0% | +0.5% |
| 30D | -1.0% | -17.0% | +15.9% | +0.2% |
| 3M | -0.3% | -15.9% | +15.6% | +0.7% |
| 6M | +7.4% | -25.0% | +32.3% | +8.5% |
| All | +7.4% | -23.5% | +30.8% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling