+735.8%
IVV vs EW
+7,674.1%
-6,938.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.8% |
| 7D | -4.8% | +6.8% | -11.5% | -6.2% |
| 30D | -5.9% | +16.6% | -22.5% | -9.3% |
| 3M | -4.5% | +13.3% | -17.8% | -7.5% |
| 6M | +1.8% | +21.6% | -19.8% | -3.2% |
| YTD | +8.4% | +18.3% | -9.9% | +3.5% |
| 1Y | +9.4% | +21.7% | -12.3% | +3.7% |
| 3Y | +75.3% | +50.3% | +24.9% | +53.0% |
| 5Y | +67.8% | -15.0% | +82.8% | +65.4% |
| 10Y | +314.2% | +237.5% | +76.7% | +195.4% |
| All | +735.8% | +7,674.1% | -6,938.2% | +224.5% |
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