+776.1%
IVV vs ITW
+1,419.8%
-643.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +0.1% | -3.6% | +3.7% | +2.1% |
| 30D | +0.1% | -9.1% | +9.2% | +5.4% |
| 3M | +2.0% | +8.2% | -6.2% | -2.8% |
| 6M | +13.0% | -4.8% | +17.8% | +15.3% |
| YTD | +13.6% | +11.0% | +2.6% | +6.0% |
| 1Y | +20.1% | +4.2% | +15.8% | +15.6% |
| 3Y | +77.6% | +17.3% | +60.3% | +58.3% |
| 5Y | +82.5% | +33.0% | +49.5% | +49.8% |
| 10Y | +316.5% | +182.3% | +134.2% | +115.8% |
| All | +776.1% | +1,419.8% | -643.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling