+83.1%
IVV vs BMY
+25.3%
+57.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | +0.1% | +5.0% | -4.9% | -0.6% |
| 3M | +2.0% | +19.4% | -17.4% | -0.5% |
| 6M | +13.0% | +9.5% | +3.5% | +11.5% |
| YTD | +13.6% | +28.1% | -14.5% | +9.4% |
| 1Y | +20.1% | +50.0% | -29.9% | +12.8% |
| 3Y | +77.6% | +24.1% | +53.5% | +74.2% |
| All | +83.1% | +25.3% | +57.8% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 5y: compounded portfolio wealth divided by compounded BMY 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…
5y analysis · Full analysis span regression · 6 months rolling