+72.7%
IVV vs BNS
+81.6%
-8.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | -3.3% | +5.5% | -8.8% | -5.8% |
| 3M | -2.4% | +6.0% | -8.4% | -5.3% |
| 6M | +2.6% | +22.6% | -20.0% | -7.7% |
| YTD | +11.3% | +30.5% | -19.2% | -3.3% |
| 1Y | +13.4% | +44.1% | -30.7% | -6.4% |
| 3Y | +80.3% | +150.8% | -70.5% | +9.0% |
| 5Y | +72.7% | +80.7% | -7.9% | +27.9% |
| All | +72.7% | +81.6% | -8.9% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling