+306.5%
IVV vs BAX
-36.8%
+343.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | +12.1% | -14.8% | -5.7% |
| 30D | -5.4% | +7.6% | -13.0% | -7.4% |
| 3M | -4.1% | -4.5% | +0.4% | -3.2% |
| 6M | +0.7% | +52.0% | -51.3% | -11.4% |
| YTD | +8.7% | +35.1% | -26.4% | -2.4% |
| 1Y | +11.0% | +43.7% | -32.7% | -2.5% |
| 3Y | +75.4% | -20.9% | +96.4% | +77.5% |
| 5Y | +68.3% | -63.5% | +131.9% | +128.2% |
| All | +306.5% | -36.8% | +343.4% | +380.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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