+309.6%
IVV vs BAH
+218.8%
+90.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | -3.3% | +17.3% | -20.6% | -6.9% |
| 3M | -2.4% | +14.9% | -17.2% | -5.8% |
| 6M | +2.6% | +14.2% | -11.6% | -1.4% |
| YTD | +11.3% | +5.1% | +6.2% | +7.8% |
| 1Y | +13.4% | +2.1% | +11.4% | +10.5% |
| 3Y | +80.3% | -26.0% | +106.3% | +83.0% |
| 5Y | +72.7% | +9.0% | +63.8% | +49.3% |
| 10Y | +309.6% | +208.8% | +100.9% | +171.4% |
| All | +309.6% | +218.8% | +90.9% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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