+315.1%
IVV vs BA
+75.3%
+239.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | +1.2% | -1.0% | -0.2% |
| 30D | +0.1% | -11.6% | +11.7% | +3.2% |
| 3M | +2.0% | -2.4% | +4.4% | +2.3% |
| 6M | +13.0% | -6.6% | +19.7% | +14.2% |
| YTD | +13.6% | -2.2% | +15.8% | +13.2% |
| 1Y | +20.1% | -8.0% | +28.1% | +21.1% |
| 3Y | +77.6% | -5.0% | +82.6% | +72.8% |
| 5Y | +82.5% | -2.7% | +85.2% | +71.0% |
| All | +315.1% | +75.3% | +239.9% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling