+2,071.0%
STX vs IVV
+317.7%
+1,753.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +6.9% |
| 7D | -14.8% | +0.1% | -14.8% | -14.2% |
| 30D | -35.4% | -3.3% | -32.0% | -31.8% |
| 3M | -37.7% | -2.4% | -35.3% | -35.1% |
| 6M | -35.2% | +2.6% | -37.8% | -36.0% |
| YTD | +84.4% | +11.3% | +73.1% | +67.2% |
| 1Y | +82.3% | +13.4% | +68.8% | +62.5% |
| 3Y | +646.2% | +80.3% | +565.9% | +301.6% |
| 5Y | +487.4% | +72.7% | +414.7% | +234.4% |
| 10Y | +2,071.0% | +309.6% | +1,761.4% | +267.5% |
| All | +2,071.0% | +317.7% | +1,753.4% | +267.5% |
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