+1,421.1%
BKNG vs IVV
+748.3%
+672.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -0.7% | +2.6% | -3.2% | -3.8% |
| 30D | -0.7% | -2.0% | +1.3% | +1.6% |
| 3M | -25.0% | -2.8% | -22.3% | -22.6% |
| 6M | +3.4% | +2.2% | +1.3% | 0.0% |
| YTD | -25.0% | +11.5% | -36.5% | -35.1% |
| 1Y | -20.7% | +13.5% | -34.2% | -32.8% |
| 3Y | +30.9% | +78.1% | -47.2% | -37.9% |
| 5Y | +66.6% | +73.1% | -6.5% | -17.6% |
| 10Y | +165.1% | +310.4% | -145.3% | -58.0% |
| All | +1,421.1% | +748.3% | +672.8% | +26.1% |
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