+67.8%
IVV vs IWD
+70.2%
-2.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -1.7% |
| 7D | -4.8% | -0.9% | -3.8% | -3.8% |
| 30D | -5.9% | +2.6% | -8.6% | -8.4% |
| 3M | -4.5% | +1.2% | -5.8% | -5.8% |
| 6M | +1.8% | +12.1% | -10.3% | -9.6% |
| YTD | +8.4% | +24.1% | -15.8% | -13.6% |
| 1Y | +9.4% | +28.5% | -19.1% | -15.9% |
| 3Y | +75.3% | +79.5% | -4.2% | -5.9% |
| 5Y | +67.8% | +70.3% | -2.5% | -4.1% |
| All | +67.8% | +70.2% | -2.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling