+78.8%
IVV vs BTG
+101.2%
-22.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.4% |
| 7D | +0.5% | +4.8% | -4.3% | +0.1% |
| 30D | -1.0% | +8.3% | -9.3% | -1.7% |
| 3M | +3.9% | +32.3% | -28.4% | +1.1% |
| 6M | +14.5% | +3.0% | +11.5% | +13.3% |
| YTD | +12.9% | +21.9% | -9.0% | +10.0% |
| 1Y | +19.4% | +28.2% | -8.8% | +15.2% |
| 3Y | +78.8% | +99.9% | -21.1% | +63.4% |
| All | +78.8% | +101.2% | -22.4% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling