+584.8%
IVV vs BIL
+30.3%
+554.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.8% | -0.3% | -4.5% | -5.8% |
| 30D | -5.9% | 0.0% | -5.9% | -6.0% |
| 3M | -4.5% | +0.3% | -4.8% | -3.2% |
| 6M | +1.8% | +1.2% | +0.6% | +7.4% |
| YTD | +8.4% | +2.4% | +6.0% | +20.5% |
| 1Y | +9.4% | +3.0% | +6.4% | +24.9% |
| 3Y | +75.3% | +13.1% | +62.1% | +204.5% |
| 5Y | +67.8% | +19.4% | +48.4% | +276.0% |
| 10Y | +314.2% | +25.2% | +289.0% | +1,073.3% |
| All | +584.8% | +30.3% | +554.5% | +1,878.0% |
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