+309.6%
IVV vs BA
+31.3%
+278.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -3.3% | -9.5% | +6.1% | -1.1% |
| 3M | -2.4% | -26.5% | +24.1% | +5.1% |
| 6M | +2.6% | -27.4% | +30.0% | +10.4% |
| YTD | +11.3% | -20.6% | +31.9% | +16.5% |
| 1Y | +13.4% | -11.4% | +24.9% | +15.2% |
| 3Y | +80.3% | -10.8% | +91.1% | +77.4% |
| 5Y | +72.7% | -21.9% | +94.6% | +70.7% |
| 10Y | +309.6% | +28.1% | +281.5% | +259.5% |
| All | +309.6% | +31.3% | +278.3% | +259.5% |
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