+306.5%
IVV vs BAH
+220.7%
+85.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +1.3% |
| 7D | -2.7% | -3.5% | +0.8% | -2.0% |
| 30D | -5.4% | +24.3% | -29.6% | -10.1% |
| 3M | -4.1% | +16.3% | -20.4% | -7.7% |
| 6M | +0.7% | +13.6% | -12.9% | -3.2% |
| YTD | +8.7% | +3.5% | +5.2% | +5.7% |
| 1Y | +11.0% | +2.7% | +8.3% | +7.8% |
| 3Y | +75.4% | -26.6% | +102.0% | +78.2% |
| 5Y | +68.3% | +8.5% | +59.8% | +45.4% |
| All | +306.5% | +220.7% | +85.8% | +165.6% |
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