+1,883.6%
STX vs IVV
+309.7%
+1,573.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -28.5% | -2.7% | -25.8% | -25.6% |
| 30D | -42.9% | -5.4% | -37.5% | -38.3% |
| 3M | -45.9% | -4.1% | -41.9% | -42.6% |
| 6M | -41.3% | +0.7% | -42.0% | -40.7% |
| YTD | +67.9% | +8.7% | +59.2% | +56.5% |
| 1Y | +66.5% | +11.0% | +55.5% | +52.4% |
| 3Y | +588.0% | +75.4% | +512.5% | +282.1% |
| 5Y | +449.1% | +68.3% | +380.7% | +222.0% |
| All | +1,883.6% | +309.7% | +1,573.9% | +255.1% |
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