+68.2%
IVV vs BAX
-63.7%
+131.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | +12.1% | -14.8% | -4.6% |
| 30D | -5.4% | +7.6% | -13.0% | -6.6% |
| 3M | -4.1% | -4.5% | +0.4% | -3.5% |
| 6M | +0.7% | +52.0% | -51.3% | -7.0% |
| YTD | +8.7% | +35.1% | -26.4% | +1.6% |
| 1Y | +11.0% | +43.7% | -32.7% | +2.4% |
| 3Y | +75.4% | -20.9% | +96.4% | +77.2% |
| All | +68.2% | -63.7% | +131.8% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling