+312.0%
IVV vs BSX
+105.9%
+206.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +3.3% | -1.0% | +4.3% | +3.6% |
| 30D | -2.7% | +2.1% | -4.7% | -3.7% |
| 3M | -1.7% | -14.0% | +12.3% | +3.1% |
| 6M | +3.2% | -18.3% | +21.5% | +9.3% |
| YTD | +12.0% | -53.6% | +65.6% | +46.7% |
| 1Y | +12.1% | -57.6% | +69.7% | +52.5% |
| 3Y | +78.6% | -14.3% | +92.9% | +74.5% |
| 5Y | +73.8% | +5.1% | +68.8% | +51.9% |
| All | +312.0% | +105.9% | +206.2% | +185.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling