+82.2%
IVV vs BX
+26.0%
+56.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | -1.0% | -2.3% | +1.3% | -0.4% |
| 3M | +3.9% | +18.5% | -14.7% | -2.0% |
| 6M | +14.5% | +23.7% | -9.2% | +6.0% |
| YTD | +12.9% | -10.4% | +23.3% | +15.2% |
| 1Y | +19.4% | -19.6% | +38.9% | +25.8% |
| 3Y | +78.8% | +30.8% | +48.0% | +56.5% |
| 5Y | +82.2% | +24.3% | +57.8% | +54.1% |
| All | +82.2% | +26.0% | +56.2% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling