+308.1%
IVV vs BTG
+167.1%
+141.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.2% | +0.1% |
| 7D | -0.6% | +13.0% | -13.6% | -1.6% |
| 30D | -3.7% | +1.1% | -4.8% | -3.9% |
| 3M | -2.7% | +5.3% | -8.0% | -3.3% |
| 6M | +2.2% | +1.1% | +1.2% | +1.6% |
| YTD | +10.9% | +19.2% | -8.3% | +8.2% |
| 1Y | +11.3% | +31.5% | -20.1% | +7.8% |
| 3Y | +76.9% | +94.3% | -17.4% | +63.9% |
| 5Y | +73.5% | +41.8% | +31.7% | +62.4% |
| All | +308.1% | +167.1% | +141.0% | +281.9% |
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