+501.7%
SPCX vs IVV
+47.7%
+454.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | -21.5% |
| 7D | +4.2% | +0.1% | +4.1% | -10.5% |
| 30D | -12.6% | -3.3% | -9.3% | +10.1% |
| 3M | +6.7% | -2.4% | +9.1% | +10.8% |
| 6M | +546.4% | +14.9% | +531.5% | +165.7% |
| YTD | +552.1% | +11.3% | +540.8% | +168.0% |
| 1Y | +453.2% | +13.4% | +439.7% | +127.4% |
| All | +501.7% | +47.7% | +454.0% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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