+322.1%
IVV vs BIIB
-30.8%
+352.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.4% | -5.4% | +5.0% | +0.5% |
| 30D | -1.4% | +1.7% | -3.1% | -1.7% |
| 3M | +3.7% | +5.8% | -2.1% | +2.5% |
| 6M | +13.0% | +11.9% | +1.1% | +10.5% |
| YTD | +12.4% | +19.7% | -7.3% | +8.5% |
| 1Y | +18.6% | +46.7% | -28.1% | +10.5% |
| 3Y | +78.1% | -18.6% | +96.7% | +79.9% |
| 5Y | +82.3% | -29.8% | +112.1% | +85.3% |
| 10Y | +322.1% | -28.8% | +350.9% | +299.7% |
| All | +322.1% | -30.8% | +352.9% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling