+13.7%
BIV vs SPY
+75.5%
-61.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -1.3% | -1.7% | +0.3% | -1.2% |
| 3M | -1.5% | +4.7% | -6.2% | -1.7% |
| 6M | -2.7% | +12.5% | -15.2% | -3.3% |
| YTD | -2.0% | +11.7% | -13.7% | -2.6% |
| 1Y | -1.4% | +17.5% | -18.8% | -2.2% |
| All | +13.7% | +75.5% | -61.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling