+63.1%
IVV vs BTSG
+406.1%
-343.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.2% |
| 30D | +0.1% | -3.6% | +3.7% | +0.5% |
| 3M | +2.0% | +5.8% | -3.8% | +0.5% |
| 6M | +13.0% | +44.7% | -31.7% | +6.1% |
| YTD | +13.6% | +62.2% | -48.6% | +4.7% |
| 1Y | +20.1% | +152.1% | -132.0% | +3.8% |
| All | +63.1% | +406.1% | -343.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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