+78.8%
IVV vs BBY
+42.7%
+36.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.5% | +8.1% | -7.6% | -0.8% |
| 30D | -1.0% | +8.9% | -9.9% | -2.5% |
| 3M | +3.9% | +22.0% | -18.2% | 0.0% |
| 6M | +14.5% | +37.8% | -23.3% | +7.5% |
| YTD | +12.9% | +37.3% | -24.4% | +5.7% |
| 1Y | +19.4% | +21.6% | -2.2% | +14.4% |
| 3Y | +78.8% | +41.5% | +37.3% | +62.7% |
| All | +78.8% | +42.7% | +36.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling