+707.5%
IVV vs BTG
+336.6%
+370.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.1% |
| 7D | +3.3% | -5.9% | +9.2% | +3.6% |
| 30D | -2.7% | -5.0% | +2.3% | -2.5% |
| 3M | -1.7% | -4.5% | +2.8% | -1.6% |
| 6M | +3.2% | -7.0% | +10.2% | +3.1% |
| YTD | +12.0% | +11.4% | +0.6% | +10.6% |
| 1Y | +12.1% | +20.1% | -8.0% | +10.3% |
| 3Y | +78.6% | +81.5% | -2.9% | +70.8% |
| 5Y | +73.8% | +32.1% | +41.7% | +67.5% |
| 10Y | +312.1% | +166.4% | +145.7% | +281.3% |
| All | +707.5% | +336.6% | +370.9% | +603.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling