+309.6%
IVV vs IWD
+212.1%
+97.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +0.4% |
| 7D | +0.1% | +1.3% | -1.2% | -1.1% |
| 30D | -3.3% | +3.6% | -6.9% | -6.5% |
| 3M | -2.4% | +2.3% | -4.7% | -4.5% |
| 6M | +2.6% | +13.0% | -10.4% | -8.9% |
| YTD | +11.3% | +26.2% | -14.9% | -11.3% |
| 1Y | +13.4% | +30.5% | -17.0% | -12.5% |
| 3Y | +80.3% | +86.2% | -5.9% | -1.5% |
| 5Y | +72.7% | +72.9% | -0.2% | +1.8% |
| 10Y | +309.6% | +205.0% | +104.6% | +45.5% |
| All | +309.6% | +212.1% | +97.6% | +45.5% |
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