+770.8%
IVV vs BNY
+513.9%
+256.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +0.5% | +1.5% | -1.0% | -0.1% |
| 30D | -1.0% | +3.3% | -4.3% | -2.3% |
| 3M | +3.9% | +15.3% | -11.5% | -1.9% |
| 6M | +14.5% | +42.5% | -28.0% | -0.3% |
| YTD | +12.9% | +42.0% | -29.1% | -1.9% |
| 1Y | +19.4% | +59.3% | -39.9% | -0.8% |
| 3Y | +78.8% | +291.2% | -212.4% | +4.9% |
| 5Y | +82.2% | +252.1% | -169.9% | +9.5% |
| 10Y | +313.7% | +407.1% | -93.5% | +108.0% |
| All | +770.8% | +513.9% | +256.8% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 all: compounded portfolio wealth divided by compounded BNY 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…
all analysis · Full analysis span regression · 6 months rolling