+79.4%
IVV vs EW
+60.7%
+18.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -0.9% | +6.5% | -7.4% | -1.8% |
| 30D | -2.3% | +22.5% | -24.8% | -5.1% |
| 3M | -1.2% | +13.0% | -14.1% | -2.9% |
| 6M | +3.3% | +37.1% | -33.8% | -1.4% |
| YTD | +12.3% | +24.1% | -11.8% | +8.6% |
| 1Y | +12.5% | +24.2% | -11.7% | +8.7% |
| All | +79.4% | +60.7% | +18.6% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling