+738.6%
IVV vs BMY
+212.0%
+526.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -5.4% | +4.1% | -9.5% | -6.8% |
| 3M | -4.1% | -2.1% | -1.9% | -3.8% |
| 6M | +0.7% | +12.2% | -11.5% | -3.8% |
| YTD | +8.7% | +20.3% | -11.6% | +1.1% |
| 1Y | +11.0% | +39.2% | -28.2% | -1.8% |
| 3Y | +75.4% | +35.6% | +39.8% | +51.8% |
| 5Y | +68.3% | +28.6% | +39.8% | +46.9% |
| 10Y | +315.5% | +73.9% | +241.7% | +216.8% |
| All | +738.6% | +212.0% | +526.7% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling