+722.0%
IVV vs ACWI
+356.8%
+365.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | +0.1% | +0.9% | -0.8% | -0.7% |
| 3M | +2.0% | +2.4% | -0.4% | -0.3% |
| 6M | +13.0% | +12.4% | +0.7% | +1.2% |
| YTD | +13.6% | +15.2% | -1.6% | -0.6% |
| 1Y | +20.1% | +22.7% | -2.6% | -1.0% |
| 3Y | +77.6% | +75.8% | +1.8% | +5.0% |
| 5Y | +82.5% | +67.7% | +14.7% | +13.0% |
| 10Y | +316.5% | +229.0% | +87.5% | +42.1% |
| All | +722.0% | +356.8% | +365.2% | +105.4% |
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