+1,967.8%
STX vs IVV
+306.5%
+1,661.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -17.3% | -0.6% | -16.7% | -16.1% |
| 30D | -35.9% | -3.7% | -32.3% | -32.1% |
| 3M | -37.3% | -2.7% | -34.6% | -34.5% |
| 6M | -35.8% | +2.2% | -38.1% | -36.3% |
| YTD | +82.7% | +10.9% | +71.8% | +66.5% |
| 1Y | +71.6% | +11.3% | +60.3% | +56.4% |
| 3Y | +635.3% | +76.9% | +558.4% | +304.5% |
| 5Y | +483.8% | +73.5% | +410.3% | +231.1% |
| 10Y | +1,967.8% | +307.4% | +1,660.4% | +254.7% |
| All | +1,967.8% | +306.5% | +1,661.2% | +254.7% |
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