+853.1%
IVV vs BG
+928.0%
-74.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -2.7% | +2.5% | -5.2% | -3.3% |
| 30D | -5.4% | -6.1% | +0.7% | -4.1% |
| 3M | -4.1% | -8.5% | +4.5% | -2.4% |
| 6M | +0.7% | -20.4% | +21.1% | +5.5% |
| YTD | +8.7% | +13.3% | -4.5% | +3.9% |
| 1Y | +11.0% | +7.3% | +3.7% | +7.4% |
| 3Y | +75.4% | +2.6% | +72.9% | +68.3% |
| 5Y | +68.3% | +22.0% | +46.4% | +51.4% |
| 10Y | +315.5% | +91.8% | +223.8% | +214.6% |
| All | +853.1% | +928.0% | -74.9% | +433.2% |
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