+309.2%
IVV vs HWM
+1,135.2%
-826.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -2.9% |
| 7D | -4.8% | -2.4% | -2.3% | -4.3% |
| 30D | -5.9% | -13.3% | +7.3% | -2.7% |
| 3M | -4.5% | -31.0% | +26.5% | +4.5% |
| 6M | +1.8% | -17.1% | +19.0% | +5.7% |
| YTD | +8.4% | -1.9% | +10.2% | +6.8% |
| 1Y | +9.4% | -2.4% | +11.8% | +7.9% |
| 3Y | +75.3% | +322.2% | -246.9% | +13.4% |
| 5Y | +67.8% | +509.8% | -442.1% | -2.4% |
| 10Y | +314.2% | +1,453.8% | -1,139.6% | +87.8% |
| All | +309.2% | +1,135.2% | -826.0% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling