+80.1%
IVV vs EWT
+202.3%
-122.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | +0.1% | +4.0% | -3.8% | -1.5% |
| 30D | +0.1% | +10.3% | -10.2% | -3.9% |
| 3M | +2.0% | +6.1% | -4.1% | -1.1% |
| 6M | +13.0% | +56.6% | -43.6% | -9.0% |
| YTD | +13.6% | +76.6% | -63.0% | -14.0% |
| 1Y | +20.1% | +97.9% | -77.8% | -14.3% |
| All | +80.1% | +202.3% | -122.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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