+310.3%
IVV vs BG
+111.0%
+199.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +2.6% | +2.6% | 0.0% | +2.0% |
| 30D | -2.0% | -6.7% | +4.7% | -0.5% |
| 3M | -2.8% | -9.3% | +6.5% | -1.0% |
| 6M | +2.2% | -18.3% | +20.5% | +6.2% |
| YTD | +11.5% | +16.2% | -4.7% | +5.8% |
| 1Y | +13.5% | +7.6% | +5.9% | +9.6% |
| 3Y | +78.1% | +6.6% | +71.5% | +69.1% |
| 5Y | +73.1% | +22.2% | +50.9% | +54.3% |
| All | +310.3% | +111.0% | +199.3% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling