+78.4%
IVV vs HWM
+426.8%
-348.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +0.1% | -11.0% | +11.1% | +2.8% |
| 3M | +2.0% | +4.0% | -2.0% | +0.5% |
| 6M | +13.0% | -0.2% | +13.3% | +12.2% |
| YTD | +13.6% | +26.7% | -13.1% | +5.5% |
| 1Y | +20.1% | +44.7% | -24.6% | +7.3% |
| All | +78.4% | +426.8% | -348.5% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling