+73.8%
IVV vs BBWI
-68.3%
+142.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +3.3% | -4.5% | +7.9% | +4.0% |
| 30D | -2.7% | +17.1% | -19.8% | -5.1% |
| 3M | -1.7% | +17.5% | -19.2% | -4.6% |
| 6M | +3.2% | +12.8% | -9.7% | +0.1% |
| YTD | +12.0% | +8.2% | +3.8% | +8.4% |
| 1Y | +12.1% | -1.8% | +13.9% | +9.4% |
| 3Y | +78.6% | -25.8% | +104.4% | +75.3% |
| 5Y | +73.8% | -68.0% | +141.9% | +106.1% |
| All | +73.8% | -68.3% | +142.1% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling