+316.1%
IVV vs BSX
+92.4%
+223.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.4% | -7.0% | +6.7% | +2.3% |
| 30D | -1.4% | -10.9% | +9.5% | +2.6% |
| 3M | +3.7% | -8.2% | +11.9% | +6.3% |
| 6M | +13.0% | -37.5% | +50.5% | +33.0% |
| YTD | +12.4% | -52.8% | +65.3% | +47.0% |
| 1Y | +18.6% | -58.4% | +77.0% | +63.4% |
| 3Y | +78.1% | -16.5% | +94.6% | +77.0% |
| 5Y | +82.3% | -1.0% | +83.3% | +64.8% |
| All | +316.1% | +92.4% | +223.7% | +196.7% |
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