+1.8%
IVV vs BP
-1.4%
+3.2%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.6% |
| 7D | -4.8% | -11.2% | +6.5% | -6.1% |
| 30D | -5.9% | -0.7% | -5.2% | -5.9% |
| 3M | -4.5% | +9.8% | -14.3% | -3.3% |
| 6M | +1.8% | -1.6% | +3.4% | +1.5% |
| All | +1.8% | -1.4% | +3.2% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling