+763.7%
IVV vs BDX
+1,501.4%
-737.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +3.3% | +1.0% | +2.3% | +3.0% |
| 30D | -2.7% | +15.1% | -17.8% | -7.7% |
| 3M | -1.7% | +18.2% | -19.9% | -7.8% |
| 6M | +3.2% | +48.1% | -45.0% | -11.5% |
| YTD | +12.0% | +44.1% | -32.1% | -3.5% |
| 1Y | +12.1% | +46.4% | -34.3% | -4.0% |
| 3Y | +78.6% | +24.4% | +54.3% | +58.9% |
| 5Y | +73.8% | +26.1% | +47.7% | +51.9% |
| 10Y | +312.1% | +93.3% | +218.8% | +195.1% |
| All | +763.7% | +1,501.4% | -737.7% | +242.9% |
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