+313.4%
IVV vs ITW
+198.0%
+115.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -1.6% | +0.7% | 0.0% |
| 30D | -2.3% | +8.9% | -11.3% | -6.8% |
| 3M | -1.2% | -0.9% | -0.3% | -0.9% |
| 6M | +3.3% | +16.0% | -12.7% | -5.3% |
| YTD | +12.3% | +19.4% | -7.1% | +0.5% |
| 1Y | +12.5% | +20.7% | -8.2% | 0.0% |
| 3Y | +79.2% | +33.4% | +45.7% | +48.3% |
| 5Y | +75.6% | +39.1% | +36.5% | +39.6% |
| 10Y | +313.4% | +195.3% | +118.1% | +119.8% |
| All | +313.4% | +198.0% | +115.4% | +119.8% |
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