+313.4%
IVV vs IWD
+205.2%
+108.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +0.9% |
| 7D | -0.9% | -0.6% | -0.4% | -0.3% |
| 30D | -2.3% | +3.6% | -5.9% | -5.6% |
| 3M | -1.2% | +2.7% | -3.8% | -3.6% |
| 6M | +3.3% | +13.2% | -9.9% | -8.4% |
| YTD | +12.3% | +26.8% | -14.4% | -10.8% |
| 1Y | +12.5% | +29.3% | -16.7% | -12.4% |
| 3Y | +79.2% | +85.1% | -6.0% | -1.6% |
| 5Y | +75.6% | +74.2% | +1.4% | +2.8% |
| 10Y | +313.4% | +204.6% | +108.8% | +45.9% |
| All | +313.4% | +205.2% | +108.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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