+78.4%
IVV vs BAX
-32.5%
+110.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +0.1% | -5.5% | +5.5% | +0.8% |
| 3M | +2.0% | +33.5% | -31.5% | -2.2% |
| 6M | +13.0% | +35.9% | -22.8% | +7.8% |
| YTD | +13.6% | +35.4% | -21.8% | +7.9% |
| 1Y | +20.1% | +9.8% | +10.3% | +17.2% |
| All | +78.4% | -32.5% | +110.8% | +81.8% |
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