+305.2%
IVV vs BA
+32.5%
+272.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.8% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -5.9% | -9.1% | +3.2% | -3.8% |
| 3M | -4.5% | -28.2% | +23.7% | +3.4% |
| 6M | +1.8% | -23.1% | +25.0% | +7.9% |
| YTD | +8.4% | -20.6% | +28.9% | +13.4% |
| 1Y | +9.4% | -12.7% | +22.1% | +11.5% |
| 3Y | +75.3% | -11.6% | +86.8% | +72.8% |
| 5Y | +67.8% | -23.1% | +90.9% | +66.5% |
| All | +305.2% | +32.5% | +272.7% | +251.4% |
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