+668.8%
IVV vs BR
+1,321.0%
-652.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.1% |
| 7D | +0.1% | -5.3% | +5.4% | +2.6% |
| 30D | +0.1% | +6.4% | -6.4% | -2.9% |
| 3M | +2.0% | +13.6% | -11.6% | -4.6% |
| 6M | +13.0% | -6.7% | +19.7% | +15.0% |
| YTD | +13.6% | -21.1% | +34.7% | +24.3% |
| 1Y | +20.1% | -29.6% | +49.6% | +38.4% |
| 3Y | +77.6% | -2.4% | +80.0% | +72.8% |
| 5Y | +82.5% | +11.2% | +71.2% | +63.9% |
| 10Y | +316.5% | +191.8% | +124.8% | +130.8% |
| All | +668.8% | +1,321.0% | -652.2% | +90.3% |
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