+307.4%
IVV vs BR
+271.1%
+36.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +5.0% | -5.6% | -2.8% |
| 30D | -3.7% | +16.6% | -20.3% | -10.2% |
| 3M | -2.7% | +12.0% | -14.7% | -8.0% |
| 6M | +2.2% | +30.7% | -28.5% | -10.7% |
| YTD | +10.9% | -11.9% | +22.8% | +16.0% |
| 1Y | +11.3% | -11.6% | +22.9% | +16.1% |
| 3Y | +76.9% | +15.0% | +61.9% | +58.2% |
| 5Y | +73.5% | +18.1% | +55.4% | +49.8% |
| 10Y | +307.4% | +278.6% | +28.7% | +114.7% |
| All | +307.4% | +271.1% | +36.3% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling