+90.2%
IVV vs VSXY
+37.4%
+52.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | +0.1% | -14.0% | +14.1% | +1.4% |
| 30D | +0.1% | -15.9% | +16.0% | +1.5% |
| 3M | +2.0% | +3.4% | -1.4% | +1.2% |
| 6M | +13.0% | +25.9% | -12.9% | +8.5% |
| YTD | +13.6% | +39.5% | -25.9% | +7.5% |
| 1Y | +20.1% | +194.4% | -174.3% | +3.9% |
| 3Y | +77.6% | +281.4% | -203.8% | +40.9% |
| 5Y | +82.5% | +12.8% | +69.7% | +61.6% |
| All | +90.2% | +37.4% | +52.9% | +67.0% |
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