+318.8%
IVV vs VST
+929.5%
-610.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.8% | +15.4% | +4.2% |
| 7D | -0.7% | -15.7% | +15.0% | +2.2% |
| 30D | -1.0% | -17.0% | +15.9% | +1.8% |
| 3M | -0.3% | -15.9% | +15.6% | +2.2% |
| 6M | +7.4% | -25.0% | +32.3% | +11.8% |
| YTD | +13.4% | -25.1% | +38.5% | +16.9% |
| 1Y | +14.8% | -34.9% | +49.7% | +21.4% |
| 3Y | +83.3% | +252.7% | -169.3% | +17.8% |
| 5Y | +76.1% | +582.3% | -506.2% | -6.8% |
| 10Y | +333.3% | +1,076.6% | -743.3% | +107.4% |
| All | +318.8% | +929.5% | -610.7% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling