+73.5%
IVV vs EW
-13.2%
+86.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.6% | +9.3% | -9.9% | -2.6% |
| 30D | -3.7% | +22.1% | -25.7% | -7.9% |
| 3M | -2.7% | +13.0% | -15.7% | -5.5% |
| 6M | +2.2% | +30.1% | -27.8% | -4.0% |
| YTD | +10.9% | +22.0% | -11.1% | +5.4% |
| 1Y | +11.3% | +23.7% | -12.4% | +5.4% |
| 3Y | +76.9% | +62.0% | +14.9% | +48.4% |
| 5Y | +73.5% | -12.4% | +85.9% | +75.3% |
| All | +73.5% | -13.2% | +86.6% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling