+75.4%
IVV vs BAX
-19.9%
+95.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.7% | +12.1% | -14.8% | -4.2% |
| 30D | -5.4% | +7.6% | -13.0% | -6.4% |
| 3M | -4.1% | -4.5% | +0.4% | -3.6% |
| 6M | +0.7% | +52.0% | -51.3% | -5.6% |
| YTD | +8.7% | +35.1% | -26.4% | +2.9% |
| 1Y | +11.0% | +43.7% | -32.7% | +4.0% |
| 3Y | +75.4% | -20.9% | +96.4% | +76.7% |
| All | +75.4% | -19.9% | +95.4% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling