+322.1%
IVV vs BTG
+147.2%
+174.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | -1.4% | +9.5% | -10.9% | -2.1% |
| 3M | +3.7% | +38.5% | -34.8% | +0.9% |
| 6M | +13.0% | +5.6% | +7.4% | +11.9% |
| YTD | +12.4% | +23.9% | -11.5% | +9.7% |
| 1Y | +18.6% | +32.1% | -13.5% | +14.8% |
| 3Y | +78.1% | +103.2% | -25.1% | +65.0% |
| 5Y | +82.3% | +79.7% | +2.5% | +69.1% |
| 10Y | +322.1% | +159.1% | +163.0% | +292.4% |
| All | +322.1% | +147.2% | +174.9% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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