+313.6%
IVV vs BNS
+187.0%
+126.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -2.0% | -2.2% | +0.2% | -0.9% |
| 30D | -1.6% | +4.5% | -6.1% | -4.1% |
| 3M | +4.8% | +14.9% | -10.1% | -3.1% |
| 6M | +12.6% | +32.5% | -19.9% | -3.7% |
| YTD | +11.8% | +28.6% | -16.8% | -3.1% |
| 1Y | +17.6% | +48.4% | -30.8% | -5.8% |
| 3Y | +77.0% | +130.8% | -53.8% | +9.7% |
| 5Y | +82.6% | +94.8% | -12.2% | +23.5% |
| All | +313.6% | +187.0% | +126.6% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling