+75.4%
IVV vs EWT
+136.7%
-61.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -1.2% |
| 7D | -2.7% | -11.7% | +9.0% | +1.9% |
| 30D | -5.4% | -23.2% | +17.9% | +4.5% |
| 3M | -4.1% | -12.5% | +8.4% | +0.4% |
| 6M | +0.7% | -5.9% | +6.6% | +1.1% |
| YTD | +8.7% | +40.5% | -31.7% | -10.0% |
| 1Y | +11.0% | +43.7% | -32.8% | -9.3% |
| 3Y | +75.4% | +136.6% | -61.2% | +9.8% |
| All | +75.4% | +136.7% | -61.3% | +9.8% |
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