+532.2%
BE vs IVV
+72.6%
+459.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.0% |
| 7D | +10.8% | +2.6% | +8.3% | +5.5% |
| 30D | -19.8% | -2.0% | -17.8% | -13.9% |
| 3M | -18.7% | -2.8% | -16.0% | -10.6% |
| 6M | -33.7% | +2.2% | -35.9% | -32.3% |
| YTD | +121.0% | +11.5% | +109.4% | +92.5% |
| 1Y | +85.4% | +13.5% | +71.9% | +58.3% |
| 3Y | +1,709.5% | +78.1% | +1,631.4% | +571.6% |
| All | +532.2% | +72.6% | +459.6% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling