+78.8%
IVV vs BX
+34.2%
+44.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | -1.0% | -2.3% | +1.3% | -0.5% |
| 3M | +3.9% | +18.5% | -14.7% | -1.5% |
| 6M | +14.5% | +23.7% | -9.2% | +6.6% |
| YTD | +12.9% | -10.4% | +23.3% | +15.5% |
| 1Y | +19.4% | -19.6% | +38.9% | +26.1% |
| 3Y | +78.8% | +30.8% | +48.0% | +60.6% |
| All | +78.8% | +34.2% | +44.6% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling