+313.6%
IVV vs BSX
+84.4%
+229.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.9% |
| 7D | -2.0% | -8.2% | +6.2% | +1.0% |
| 30D | -1.6% | -15.8% | +14.2% | +4.5% |
| 3M | +4.8% | -10.8% | +15.6% | +8.5% |
| 6M | +12.6% | -38.4% | +51.0% | +33.0% |
| YTD | +11.8% | -54.8% | +66.6% | +48.4% |
| 1Y | +17.6% | -59.0% | +76.6% | +62.5% |
| 3Y | +77.0% | -20.0% | +97.0% | +78.6% |
| 5Y | +82.6% | -3.1% | +85.6% | +66.0% |
| All | +313.6% | +84.4% | +229.2% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BSX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling