+755.3%
IVV vs BBY
+492.0%
+263.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -0.6% | +10.9% | -11.5% | -2.9% |
| 30D | -3.7% | +19.6% | -23.3% | -7.6% |
| 3M | -2.7% | +27.6% | -30.3% | -8.2% |
| 6M | +2.2% | +79.4% | -77.2% | -11.1% |
| YTD | +10.9% | +61.7% | -50.8% | -1.8% |
| 1Y | +11.3% | +40.3% | -29.0% | +1.6% |
| 3Y | +76.9% | +87.9% | -11.0% | +47.2% |
| 5Y | +73.5% | +0.2% | +73.3% | +62.4% |
| 10Y | +307.4% | +274.5% | +32.9% | +175.9% |
| All | +755.3% | +492.0% | +263.4% | +304.7% |
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 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