+776.1%
IVV vs BWA
+1,790.3%
-1,014.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +0.1% | +5.7% | -5.5% | -1.7% |
| 30D | +0.1% | +1.4% | -1.3% | -0.6% |
| 3M | +2.0% | -12.1% | +14.1% | +5.7% |
| 6M | +13.0% | +28.6% | -15.5% | +3.0% |
| YTD | +13.6% | +51.1% | -37.5% | -3.2% |
| 1Y | +20.1% | +55.9% | -35.8% | +0.9% |
| 3Y | +77.6% | +70.1% | +7.5% | +40.9% |
| 5Y | +82.5% | +90.7% | -8.2% | +35.9% |
| 10Y | +316.5% | +154.0% | +162.6% | +160.3% |
| All | +776.1% | +1,790.3% | -1,014.2% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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