+776.1%
IVV vs BB
+28.3%
+747.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -5.6% | +5.8% | +0.8% |
| 30D | +0.1% | -11.8% | +11.9% | +1.5% |
| 3M | +2.0% | -25.5% | +27.5% | +4.8% |
| 6M | +13.0% | +121.3% | -108.2% | +0.8% |
| YTD | +13.6% | +103.2% | -89.6% | +2.3% |
| 1Y | +20.1% | +102.6% | -82.6% | +7.7% |
| 3Y | +77.6% | +37.5% | +40.1% | +60.7% |
| 5Y | +82.5% | -30.4% | +112.9% | +74.5% |
| 10Y | +316.5% | 0.0% | +316.5% | +236.0% |
| All | +776.1% | +28.3% | +747.8% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling