+310.3%
IVV vs BSX
+106.5%
+203.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +3.7% | -1.2% | +1.2% |
| 30D | -2.0% | +3.1% | -5.1% | -3.4% |
| 3M | -2.8% | -14.2% | +11.5% | +2.1% |
| 6M | +2.2% | -16.4% | +18.6% | +7.3% |
| YTD | +11.5% | -53.5% | +65.0% | +45.9% |
| 1Y | +13.5% | -57.8% | +71.3% | +54.8% |
| 3Y | +78.1% | -17.4% | +95.5% | +77.1% |
| 5Y | +73.1% | +5.4% | +67.7% | +51.1% |
| All | +310.3% | +106.5% | +203.8% | +184.3% |
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