+72.7%
IVV vs BHP
+127.1%
-54.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.8% |
| 30D | -3.3% | -4.5% | +1.2% | -2.2% |
| 3M | -2.4% | -6.4% | +4.0% | -0.9% |
| 6M | +2.6% | -0.1% | +2.7% | +1.8% |
| YTD | +11.3% | +43.0% | -31.7% | -0.9% |
| 1Y | +13.4% | +56.5% | -43.1% | -1.7% |
| 3Y | +80.3% | +62.0% | +18.2% | +51.2% |
| 5Y | +72.7% | +130.4% | -57.7% | +31.7% |
| All | +72.7% | +127.1% | -54.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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