+738.6%
IVV vs BIIB
+945.7%
-207.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -4.1% | +20.4% | -24.5% | -7.4% |
| 6M | +0.7% | +30.2% | -29.5% | -4.6% |
| YTD | +8.7% | +41.1% | -32.4% | +1.1% |
| 1Y | +11.0% | +58.4% | -47.5% | +0.9% |
| 3Y | +75.4% | -0.1% | +75.5% | +71.3% |
| 5Y | +68.3% | -10.9% | +79.2% | +64.7% |
| 10Y | +315.5% | -10.3% | +325.9% | +270.9% |
| All | +738.6% | +945.7% | -207.0% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling