+617.8%
IVV vs BIL
+30.4%
+587.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.5% |
| 30D | +0.1% | +0.3% | -0.3% | +1.5% |
| 3M | +2.0% | +0.9% | +1.0% | +6.3% |
| 6M | +13.0% | +1.8% | +11.2% | +22.6% |
| YTD | +13.6% | +2.4% | +11.2% | +26.4% |
| 1Y | +20.1% | +3.7% | +16.4% | +41.2% |
| 3Y | +77.6% | +14.2% | +63.4% | +221.8% |
| 5Y | +82.5% | +19.4% | +63.1% | +309.0% |
| 10Y | +316.5% | +25.2% | +291.3% | +1,082.3% |
| All | +617.8% | +30.4% | +587.4% | +1,975.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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