+68.2%
IVV vs BIIB
-11.1%
+79.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | -5.4% | +11.8% | -17.2% | -7.2% |
| 3M | -4.1% | +20.4% | -24.5% | -7.2% |
| 6M | +0.7% | +30.2% | -29.5% | -4.4% |
| YTD | +8.7% | +41.1% | -32.4% | +1.1% |
| 1Y | +11.0% | +58.4% | -47.5% | +0.7% |
| 3Y | +75.4% | -0.1% | +75.5% | +71.2% |
| All | +68.2% | -11.1% | +79.3% | +67.5% |
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