+766.3%
IVV vs BDX
+1,492.6%
-726.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.9% | +2.5% | -3.5% | -1.9% |
| 30D | -2.3% | +13.6% | -15.9% | -6.9% |
| 3M | -1.2% | +18.9% | -20.1% | -7.5% |
| 6M | +3.3% | +51.8% | -48.5% | -12.2% |
| YTD | +12.3% | +43.3% | -31.0% | -3.0% |
| 1Y | +12.5% | +48.0% | -35.4% | -4.1% |
| 3Y | +79.2% | +23.7% | +55.5% | +59.7% |
| 5Y | +75.6% | +24.9% | +50.8% | +54.1% |
| 10Y | +313.4% | +92.2% | +221.2% | +196.6% |
| All | +766.3% | +1,492.6% | -726.2% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling