+306.5%
IVV vs HWM
+1,472.2%
-1,165.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.3% |
| 7D | -2.7% | +3.3% | -6.0% | -3.7% |
| 30D | -5.4% | -7.6% | +2.2% | -3.7% |
| 3M | -4.1% | -28.9% | +24.9% | +4.2% |
| 6M | +0.7% | -19.7% | +20.4% | +5.5% |
| YTD | +8.7% | +0.5% | +8.2% | +6.5% |
| 1Y | +11.0% | +0.3% | +10.7% | +8.7% |
| 3Y | +75.4% | +325.8% | -250.4% | +13.2% |
| 5Y | +68.3% | +524.7% | -456.4% | -2.9% |
| All | +306.5% | +1,472.2% | -1,165.7% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling