+322.1%
IVV vs ITW
+183.0%
+139.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | -0.4% | -1.9% | +1.5% | +0.7% |
| 30D | -1.4% | -10.4% | +9.0% | +4.5% |
| 3M | +3.7% | +3.5% | +0.2% | +1.3% |
| 6M | +13.0% | -3.4% | +16.4% | +14.3% |
| YTD | +12.4% | +8.5% | +3.9% | +6.2% |
| 1Y | +18.6% | +3.2% | +15.4% | +14.8% |
| 3Y | +78.1% | +18.9% | +59.2% | +57.2% |
| 5Y | +82.3% | +35.0% | +47.2% | +47.3% |
| 10Y | +322.1% | +188.6% | +133.5% | +129.1% |
| All | +322.1% | +183.0% | +139.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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