+307.4%
IVV vs BBWI
-44.4%
+351.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -0.6% | -4.2% | +3.7% | 0.0% |
| 30D | -3.7% | +24.9% | -28.5% | -6.9% |
| 3M | -2.7% | +13.2% | -15.9% | -5.1% |
| 6M | +2.2% | +12.1% | -9.9% | -0.7% |
| YTD | +10.9% | +11.1% | -0.2% | +7.0% |
| 1Y | +11.3% | +0.7% | +10.6% | +8.2% |
| 3Y | +76.9% | -23.8% | +100.6% | +74.0% |
| 5Y | +73.5% | -66.9% | +140.4% | +88.3% |
| 10Y | +307.4% | -45.3% | +352.7% | +246.6% |
| All | +307.4% | -44.4% | +351.8% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling