+884.6%
IVV vs BG
+940.3%
-55.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -0.9% | +3.4% | -4.3% | -1.7% |
| 30D | -2.3% | -3.8% | +1.4% | -1.5% |
| 3M | -1.2% | -9.6% | +8.4% | +0.8% |
| 6M | +3.3% | -19.5% | +22.8% | +8.0% |
| YTD | +12.3% | +14.6% | -2.3% | +7.0% |
| 1Y | +12.5% | +6.6% | +5.9% | +9.1% |
| 3Y | +79.2% | +4.7% | +74.5% | +71.1% |
| 5Y | +75.6% | +22.1% | +53.6% | +58.0% |
| 10Y | +313.4% | +109.2% | +204.2% | +206.5% |
| All | +884.6% | +940.3% | -55.7% | +449.3% |
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