+73.1%
IVV vs BDX
+27.1%
+46.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +2.9% | -0.3% | +1.9% |
| 30D | -2.0% | +15.4% | -17.4% | -5.3% |
| 3M | -2.8% | +20.5% | -23.3% | -7.2% |
| 6M | +2.2% | +53.2% | -51.0% | -8.4% |
| YTD | +11.5% | +45.7% | -34.2% | +0.9% |
| 1Y | +13.5% | +47.3% | -33.8% | +2.3% |
| 3Y | +78.1% | +25.1% | +53.0% | +65.5% |
| All | +73.1% | +27.1% | +46.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling