+306.5%
IVV vs EW
+236.3%
+70.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -2.7% | +11.0% | -13.7% | -5.7% |
| 30D | -5.4% | +19.1% | -24.4% | -10.3% |
| 3M | -4.1% | +14.4% | -18.4% | -8.1% |
| 6M | +0.7% | +22.8% | -22.0% | -5.8% |
| YTD | +8.7% | +19.8% | -11.1% | +2.1% |
| 1Y | +11.0% | +23.9% | -12.9% | +3.1% |
| 3Y | +75.4% | +52.2% | +23.2% | +44.7% |
| 5Y | +68.3% | -13.9% | +82.3% | +66.2% |
| All | +306.5% | +236.3% | +70.2% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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