+32.7%
IVV vs BIYA
-99.9%
+132.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -2.7% | -10.5% | +7.8% | -2.7% |
| 30D | -5.4% | -51.7% | +46.4% | -5.4% |
| 3M | -4.1% | -60.8% | +56.7% | -4.1% |
| 6M | +0.7% | -90.6% | +91.3% | +0.6% |
| YTD | +8.7% | -97.1% | +105.9% | +9.3% |
| 1Y | +11.0% | -99.1% | +110.0% | +12.5% |
| All | +32.7% | -99.9% | +132.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling