+83.1%
IVV vs BIIB
-33.3%
+116.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.1% | +1.1% | -0.9% | -0.1% |
| 30D | +0.1% | +6.9% | -6.8% | -1.1% |
| 3M | +2.0% | +12.4% | -10.4% | -0.5% |
| 6M | +13.0% | +16.3% | -3.2% | +9.3% |
| YTD | +13.6% | +25.5% | -11.9% | +7.9% |
| 1Y | +20.1% | +57.8% | -37.7% | +8.7% |
| 3Y | +77.6% | -17.3% | +95.0% | +79.6% |
| All | +83.1% | -33.3% | +116.4% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling