+75.6%
IVV vs BAH
+8.7%
+66.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.8% |
| 30D | -2.3% | +18.0% | -20.4% | -4.3% |
| 3M | -1.2% | +11.4% | -12.6% | -2.6% |
| 6M | +3.3% | +17.7% | -14.4% | +0.9% |
| YTD | +12.3% | +5.4% | +7.0% | +10.6% |
| 1Y | +12.5% | +2.8% | +9.8% | +11.1% |
| 3Y | +79.2% | -26.7% | +105.8% | +80.2% |
| 5Y | +75.6% | +8.1% | +67.6% | +54.2% |
| All | +75.6% | +8.7% | +66.9% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling