+805.2%
IVV vs BLDR
+389.2%
+416.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.9% | +1.0% |
| 7D | -2.7% | -3.7% | +1.0% | -2.3% |
| 30D | -5.4% | +16.8% | -22.2% | -7.8% |
| 3M | -4.1% | -13.7% | +9.7% | -2.6% |
| 6M | +0.7% | -21.9% | +22.6% | +3.2% |
| YTD | +8.7% | -39.2% | +48.0% | +14.8% |
| 1Y | +11.0% | -42.6% | +53.6% | +18.0% |
| 3Y | +75.4% | -50.2% | +125.6% | +85.8% |
| 5Y | +68.3% | -7.0% | +75.3% | +59.8% |
| 10Y | +315.5% | +584.2% | -268.7% | +186.1% |
| All | +805.2% | +389.2% | +416.0% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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