+68.2%
IVV vs HWM
+522.0%
-453.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | -2.7% | +3.3% | -6.0% | -3.9% |
| 30D | -5.4% | -7.6% | +2.2% | -3.5% |
| 3M | -4.1% | -28.9% | +24.9% | +5.8% |
| 6M | +0.7% | -19.7% | +20.4% | +6.2% |
| YTD | +8.7% | +0.5% | +8.2% | +5.3% |
| 1Y | +11.0% | +0.3% | +10.7% | +7.4% |
| 3Y | +75.4% | +325.8% | -250.4% | -7.1% |
| All | +68.2% | +522.0% | -453.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling