+83.1%
IVV vs BP
+128.1%
-45.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.1% | +3.9% | -3.8% | -0.6% |
| 30D | +0.1% | +7.6% | -7.5% | -1.4% |
| 3M | +2.0% | +0.7% | +1.3% | +1.6% |
| 6M | +13.0% | +15.5% | -2.4% | +8.7% |
| YTD | +13.6% | +30.8% | -17.2% | +5.9% |
| 1Y | +20.1% | +34.3% | -14.2% | +10.9% |
| 3Y | +77.6% | +35.1% | +42.6% | +61.5% |
| All | +83.1% | +128.1% | -45.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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