+68.2%
IVV vs BN
+29.3%
+38.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.7% | +5.3% | -8.0% | -4.9% |
| 30D | -5.4% | +11.9% | -17.3% | -9.9% |
| 3M | -4.1% | -5.7% | +1.7% | -2.0% |
| 6M | +0.7% | -10.6% | +11.3% | +4.9% |
| YTD | +8.7% | -9.4% | +18.1% | +11.8% |
| 1Y | +11.0% | -8.8% | +19.8% | +13.6% |
| 3Y | +75.4% | +95.6% | -20.2% | +24.8% |
| All | +68.2% | +29.3% | +38.8% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling