+895.7%
IVV vs BG
+1,131.5%
-235.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +0.1% | +12.0% | -12.0% | -2.8% |
| 3M | +2.0% | -7.7% | +9.7% | +3.5% |
| 6M | +13.0% | +4.5% | +8.6% | +10.9% |
| YTD | +13.6% | +35.7% | -22.1% | +4.2% |
| 1Y | +20.1% | +50.1% | -30.0% | +6.9% |
| 3Y | +77.6% | +12.6% | +65.0% | +67.1% |
| 5Y | +82.5% | +75.4% | +7.0% | +50.2% |
| 10Y | +316.5% | +150.5% | +166.1% | +195.7% |
| All | +895.7% | +1,131.5% | -235.8% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling