+738.6%
IVV vs BBWI
+251.7%
+486.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | -2.7% | -6.2% | +3.5% | -1.4% |
| 30D | -5.4% | +19.9% | -25.3% | -9.3% |
| 3M | -4.1% | +7.1% | -11.2% | -6.4% |
| 6M | +0.7% | +13.7% | -12.9% | -3.9% |
| YTD | +8.7% | +9.6% | -0.9% | +3.2% |
| 1Y | +11.0% | -1.6% | +12.6% | +6.5% |
| 3Y | +75.4% | -25.9% | +101.3% | +71.0% |
| 5Y | +68.3% | -67.8% | +136.1% | +90.8% |
| 10Y | +315.5% | -43.5% | +359.0% | +246.0% |
| All | +738.6% | +251.7% | +486.9% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling