+735.8%
IVV vs BP
+186.9%
+549.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.7% |
| 7D | -4.8% | -11.2% | +6.5% | -0.8% |
| 30D | -5.9% | -0.7% | -5.2% | -6.0% |
| 3M | -4.5% | +9.8% | -14.3% | -8.2% |
| 6M | +1.8% | -1.6% | +3.4% | +1.0% |
| YTD | +8.4% | +33.5% | -25.1% | -4.6% |
| 1Y | +9.4% | +31.7% | -22.3% | -3.4% |
| 3Y | +75.3% | +45.1% | +30.1% | +46.3% |
| 5Y | +67.8% | +105.9% | -38.2% | +18.7% |
| 10Y | +314.2% | +134.4% | +179.7% | +156.1% |
| All | +735.8% | +186.9% | +549.0% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling