+316.1%
IVV vs BNS
+184.7%
+131.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | -1.4% | +4.0% | -5.4% | -3.7% |
| 3M | +3.7% | +13.8% | -10.1% | -3.6% |
| 6M | +13.0% | +32.7% | -19.6% | -3.4% |
| YTD | +12.4% | +27.6% | -15.1% | -2.1% |
| 1Y | +18.6% | +47.4% | -28.8% | -4.6% |
| 3Y | +78.1% | +129.0% | -50.9% | +10.8% |
| 5Y | +82.3% | +92.7% | -10.4% | +24.0% |
| All | +316.1% | +184.7% | +131.4% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling