+85.7%
IVV vs VSXY
+101.4%
-15.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.1% |
| 7D | -0.6% | +10.2% | -10.8% | -1.5% |
| 30D | -3.7% | +33.6% | -37.3% | -6.3% |
| 3M | -2.7% | +10.8% | -13.5% | -4.0% |
| 6M | +2.2% | +130.5% | -128.3% | -7.4% |
| YTD | +10.9% | +104.4% | -93.5% | +1.0% |
| 1Y | +11.3% | +216.5% | -205.2% | -3.8% |
| 3Y | +76.9% | +465.9% | -389.0% | +35.6% |
| 5Y | +73.5% | +123.1% | -49.6% | +47.2% |
| All | +85.7% | +101.4% | -15.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling