+310.3%
IVV vs BBY
+288.1%
+22.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.6% | +4.5% | -1.9% | +1.4% |
| 30D | -2.0% | +16.8% | -18.8% | -6.0% |
| 3M | -2.8% | +23.2% | -26.0% | -8.3% |
| 6M | +2.2% | +91.9% | -89.8% | -14.9% |
| YTD | +11.5% | +61.6% | -50.1% | -3.4% |
| 1Y | +13.5% | +43.9% | -30.4% | +1.3% |
| 3Y | +78.1% | +88.6% | -10.6% | +41.5% |
| 5Y | +73.1% | -3.1% | +76.2% | +61.2% |
| All | +310.3% | +288.1% | +22.2% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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