+322.1%
IVV vs BX
+655.5%
-333.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.9% |
| 7D | -0.4% | -5.7% | +5.3% | +1.7% |
| 30D | -1.4% | -8.9% | +7.5% | +1.8% |
| 3M | +3.7% | +8.4% | -4.7% | +0.1% |
| 6M | +13.0% | +18.9% | -5.9% | +4.7% |
| YTD | +12.4% | -13.6% | +26.1% | +16.4% |
| 1Y | +18.6% | -22.4% | +41.1% | +27.3% |
| 3Y | +78.1% | +26.0% | +52.1% | +53.7% |
| 5Y | +82.3% | +18.8% | +63.5% | +51.8% |
| 10Y | +322.1% | +668.7% | -346.6% | +75.8% |
| All | +322.1% | +655.5% | -333.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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