+68.2%
IVV vs BAH
+8.3%
+59.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.8% |
| 7D | -2.7% | -3.5% | +0.8% | -2.3% |
| 30D | -5.4% | +24.3% | -29.6% | -7.9% |
| 3M | -4.1% | +16.3% | -20.4% | -6.0% |
| 6M | +0.7% | +13.6% | -12.9% | -1.2% |
| YTD | +8.7% | +3.5% | +5.2% | +7.3% |
| 1Y | +11.0% | +2.7% | +8.3% | +9.5% |
| 3Y | +75.4% | -26.6% | +102.0% | +75.8% |
| All | +68.2% | +8.3% | +59.9% | +47.1% |
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