+684.2%
IVV vs ACWI
+330.1%
+354.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -0.8% |
| 7D | -4.8% | -4.0% | -0.7% | -1.0% |
| 30D | -5.9% | -5.8% | -0.1% | -0.5% |
| 3M | -4.5% | -5.0% | +0.5% | +0.2% |
| 6M | +1.8% | +0.7% | +1.1% | +1.1% |
| YTD | +8.4% | +8.4% | -0.1% | +0.3% |
| 1Y | +9.4% | +10.1% | -0.7% | -0.2% |
| 3Y | +75.3% | +70.8% | +4.5% | +6.5% |
| 5Y | +67.8% | +55.4% | +12.4% | +11.6% |
| 10Y | +314.2% | +223.3% | +90.8% | +44.0% |
| All | +684.2% | +330.1% | +354.1% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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