+911.5%
BE vs IVV
+210.6%
+700.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +8.1% |
| 7D | +20.0% | +0.1% | +19.9% | +19.7% |
| 30D | +7.9% | +0.1% | +7.8% | +7.9% |
| 3M | -13.2% | +2.0% | -15.2% | -14.0% |
| 6M | +53.5% | +13.0% | +40.4% | +27.9% |
| YTD | +191.0% | +13.6% | +177.4% | +142.2% |
| 1Y | +360.5% | +20.1% | +340.4% | +257.8% |
| 3Y | +1,568.0% | +77.6% | +1,490.4% | +569.8% |
| 5Y | +1,055.2% | +82.5% | +972.7% | +378.1% |
| All | +911.5% | +210.6% | +700.9% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling