+774.4%
IVV vs BA
+628.5%
+145.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.9% |
| 7D | -0.7% | +5.9% | -6.6% | -2.6% |
| 30D | -1.0% | -8.2% | +7.1% | +1.4% |
| 3M | -0.3% | -25.4% | +25.1% | +9.0% |
| 6M | +7.4% | -20.0% | +27.4% | +14.1% |
| YTD | +13.4% | -18.5% | +31.9% | +19.0% |
| 1Y | +14.8% | -10.6% | +25.4% | +16.6% |
| 3Y | +83.3% | -9.3% | +92.6% | +78.2% |
| 5Y | +76.1% | -16.9% | +93.0% | +69.5% |
| 10Y | +333.3% | +37.9% | +295.4% | +187.2% |
| All | +774.4% | +628.5% | +145.9% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling