+776.1%
IVV vs EW
+6,832.0%
-6,055.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +0.1% | +1.0% | -1.0% | -0.2% |
| 3M | +2.0% | +2.8% | -0.8% | +1.2% |
| 6M | +13.0% | +5.5% | +7.6% | +11.2% |
| YTD | +13.6% | +5.5% | +8.1% | +11.6% |
| 1Y | +20.1% | +11.0% | +9.0% | +16.4% |
| 3Y | +77.6% | +17.7% | +59.9% | +64.5% |
| 5Y | +82.5% | -25.7% | +108.2% | +85.8% |
| 10Y | +316.5% | +132.8% | +183.7% | +220.7% |
| All | +776.1% | +6,832.0% | -6,055.9% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling