+83.1%
IVV vs BB
-30.6%
+113.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -5.6% | +5.8% | +0.9% |
| 30D | +0.1% | -11.8% | +11.9% | +1.7% |
| 3M | +2.0% | -25.5% | +27.5% | +5.2% |
| 6M | +13.0% | +121.3% | -108.2% | -2.0% |
| YTD | +13.6% | +103.2% | -89.6% | -0.3% |
| 1Y | +20.1% | +102.6% | -82.6% | +4.7% |
| 3Y | +77.6% | +37.5% | +40.1% | +59.1% |
| All | +83.1% | -30.6% | +113.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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