+78.8%
IVV vs BG
+20.0%
+58.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.0% |
| 7D | +0.5% | +2.4% | -1.9% | +0.3% |
| 30D | -1.0% | +15.0% | -16.0% | -2.2% |
| 3M | +3.9% | -0.7% | +4.5% | +3.9% |
| 6M | +14.5% | +7.5% | +7.0% | +13.4% |
| YTD | +12.9% | +41.6% | -28.7% | +8.0% |
| 1Y | +19.4% | +50.7% | -31.3% | +13.1% |
| 3Y | +78.8% | +20.3% | +58.5% | +71.5% |
| All | +78.8% | +20.0% | +58.8% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling