+776.1%
IVV vs BBY
+408.0%
+368.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | +0.1% | +9.5% | -9.4% | -1.9% |
| 30D | +0.1% | +6.8% | -6.8% | -1.6% |
| 3M | +2.0% | +28.9% | -26.9% | -3.9% |
| 6M | +13.0% | +37.8% | -24.8% | +4.3% |
| YTD | +13.6% | +38.7% | -25.2% | +4.3% |
| 1Y | +20.1% | +23.7% | -3.6% | +12.8% |
| 3Y | +77.6% | +39.1% | +38.5% | +58.4% |
| 5Y | +82.5% | -0.4% | +82.9% | +71.5% |
| 10Y | +316.5% | +234.0% | +82.5% | +190.2% |
| All | +776.1% | +408.0% | +368.1% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling