+82.2%
IVV vs VSXY
+21.5%
+60.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.0% |
| 7D | +0.5% | -6.8% | +7.3% | +1.1% |
| 30D | -1.0% | -20.4% | +19.4% | +1.1% |
| 3M | +3.9% | +2.9% | +1.0% | +3.1% |
| 6M | +14.5% | +67.9% | -53.4% | +6.3% |
| YTD | +12.9% | +44.9% | -32.0% | +6.1% |
| 1Y | +19.4% | +205.9% | -186.6% | +1.8% |
| 3Y | +78.8% | +373.9% | -295.0% | +34.2% |
| 5Y | +82.2% | +23.5% | +58.7% | +65.8% |
| All | +82.2% | +21.5% | +60.7% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling