+309.6%
IVV vs BN
+289.4%
+20.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +0.6% |
| 7D | +0.1% | +3.6% | -3.6% | -1.6% |
| 30D | -3.3% | +15.9% | -19.2% | -9.7% |
| 3M | -2.4% | -2.3% | 0.0% | -1.7% |
| 6M | +2.6% | -8.4% | +11.0% | +6.0% |
| YTD | +11.3% | -5.9% | +17.2% | +12.7% |
| 1Y | +13.4% | -5.6% | +19.0% | +14.5% |
| 3Y | +80.3% | +104.2% | -23.9% | +23.3% |
| 5Y | +72.7% | +35.5% | +37.2% | +40.1% |
| 10Y | +309.6% | +285.2% | +24.4% | +103.6% |
| All | +309.6% | +289.4% | +20.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling