+3,426.5%
STX vs IVV
+315.6%
+3,110.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.8% |
| 7D | +2.4% | +0.1% | +2.2% | +2.1% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | -8.2% | +2.0% | -10.2% | -9.7% |
| 6M | +127.0% | +13.0% | +114.0% | +99.0% |
| YTD | +209.1% | +13.6% | +195.6% | +170.5% |
| 1Y | +365.4% | +20.1% | +345.3% | +284.4% |
| 3Y | +1,135.4% | +77.6% | +1,057.8% | +566.3% |
| 5Y | +991.5% | +82.5% | +909.0% | +477.7% |
| All | +3,426.5% | +315.6% | +3,110.9% | +538.0% |
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