+845.7%
IVV vs BLDR
+414.6%
+431.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +0.1% | -2.8% | +3.0% | +0.5% |
| 30D | +0.1% | -13.3% | +13.3% | +2.0% |
| 3M | +2.0% | -12.3% | +14.3% | +3.3% |
| 6M | +13.0% | -31.5% | +44.5% | +18.3% |
| YTD | +13.6% | -36.1% | +49.7% | +19.6% |
| 1Y | +20.1% | -54.1% | +74.2% | +32.2% |
| 3Y | +77.6% | -55.8% | +133.4% | +91.8% |
| 5Y | +82.5% | +20.7% | +61.7% | +67.6% |
| 10Y | +316.5% | +390.2% | -73.7% | +199.5% |
| All | +845.7% | +414.6% | +431.1% | +388.2% |
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