+7.4%
IVV vs BA
-21.9%
+29.2%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | -0.7% | +5.9% | -6.6% | -1.5% |
| 30D | -1.0% | -8.2% | +7.1% | +0.1% |
| 3M | -0.3% | -25.4% | +25.1% | +4.6% |
| 6M | +7.4% | -20.0% | +27.4% | +10.9% |
| All | +7.4% | -21.9% | +29.2% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling