+101.5%
BIV vs SPY
+655.8%
-554.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | -0.7% | -0.9% | +0.2% | -0.7% |
| 3M | -0.4% | +3.9% | -4.3% | -0.3% |
| 6M | -1.8% | +14.5% | -16.3% | -1.3% |
| YTD | -1.1% | +12.9% | -14.0% | -0.7% |
| 1Y | -0.4% | +19.4% | -19.7% | +0.2% |
| 3Y | +14.7% | +78.5% | -63.8% | +17.2% |
| 5Y | -1.0% | +81.8% | -82.8% | +1.2% |
| 10Y | +17.3% | +311.5% | -294.3% | +27.2% |
| All | +101.5% | +655.8% | -554.3% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling