+313.4%
IVV vs BN
+281.2%
+32.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.9% | -2.4% | +1.5% | +0.2% |
| 30D | -2.3% | +13.5% | -15.9% | -8.0% |
| 3M | -1.2% | -5.9% | +4.8% | +1.2% |
| 6M | +3.3% | -8.9% | +12.2% | +7.0% |
| YTD | +12.3% | -7.9% | +20.2% | +14.8% |
| 1Y | +12.5% | -8.3% | +20.8% | +15.1% |
| 3Y | +79.2% | +100.8% | -21.6% | +23.3% |
| 5Y | +75.6% | +38.2% | +37.4% | +40.9% |
| 10Y | +313.4% | +302.3% | +11.0% | +102.1% |
| All | +313.4% | +281.2% | +32.2% | +102.1% |
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