+675.5%
BE vs IVV
+204.3%
+471.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.6% | +7.3% |
| 7D | -1.2% | +0.1% | -1.3% | -0.3% |
| 30D | -30.9% | -3.3% | -27.6% | -24.6% |
| 3M | -11.6% | -2.4% | -9.2% | -4.8% |
| 6M | -25.7% | +2.6% | -28.3% | -24.9% |
| YTD | +123.1% | +11.3% | +111.8% | +98.3% |
| 1Y | +43.4% | +13.4% | +29.9% | +25.4% |
| 3Y | +1,683.6% | +80.3% | +1,603.3% | +613.5% |
| 5Y | +465.4% | +72.7% | +392.7% | +163.3% |
| All | +675.5% | +204.3% | +471.2% | +47.8% |
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