+72.7%
IVV vs BG
+25.1%
+47.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +0.1% | +7.4% | -7.3% | -0.9% |
| 30D | -3.3% | -1.5% | -1.8% | -3.2% |
| 3M | -2.4% | -6.1% | +3.7% | -1.8% |
| 6M | +2.6% | -18.0% | +20.6% | +5.2% |
| YTD | +11.3% | +15.6% | -4.4% | +6.9% |
| 1Y | +13.4% | +9.6% | +3.9% | +10.0% |
| 3Y | +80.3% | +6.3% | +74.0% | +73.0% |
| 5Y | +72.7% | +24.6% | +48.1% | +52.4% |
| All | +72.7% | +25.1% | +47.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling