+88.1%
IVV vs VSXY
+99.7%
-11.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -0.9% | +0.8% | -1.8% | -1.0% |
| 30D | -2.3% | +24.0% | -26.4% | -4.4% |
| 3M | -1.2% | +16.7% | -17.8% | -2.9% |
| 6M | +3.3% | +138.6% | -135.3% | -6.8% |
| YTD | +12.3% | +102.8% | -90.5% | +2.4% |
| 1Y | +12.5% | +214.2% | -201.6% | -2.7% |
| 3Y | +79.2% | +461.4% | -382.2% | +37.4% |
| 5Y | +75.6% | +118.3% | -42.6% | +49.2% |
| All | +88.1% | +99.7% | -11.6% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling