+635.9%
IVV vs BR
+1,465.0%
-829.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.1% |
| 7D | -2.7% | +6.5% | -9.2% | -5.5% |
| 30D | -5.4% | +18.9% | -24.3% | -12.8% |
| 3M | -4.1% | +16.3% | -20.3% | -11.0% |
| 6M | +0.7% | +26.2% | -25.5% | -10.9% |
| YTD | +8.7% | -13.1% | +21.8% | +13.3% |
| 1Y | +11.0% | -10.5% | +21.4% | +13.9% |
| 3Y | +75.4% | +13.3% | +62.1% | +58.6% |
| 5Y | +68.3% | +19.9% | +48.4% | +45.8% |
| 10Y | +315.5% | +254.2% | +61.3% | +109.8% |
| All | +635.9% | +1,465.0% | -829.1% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling