+73.8%
IVV vs IWD
+73.1%
+0.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +3.3% | +1.7% | +1.7% | +1.6% |
| 30D | -2.7% | +3.2% | -5.9% | -5.8% |
| 3M | -1.7% | +2.3% | -4.0% | -4.0% |
| 6M | +3.2% | +12.9% | -9.8% | -9.1% |
| YTD | +12.0% | +26.2% | -14.2% | -12.2% |
| 1Y | +12.1% | +28.3% | -16.2% | -13.6% |
| 3Y | +78.6% | +84.4% | -5.8% | -6.7% |
| 5Y | +73.8% | +73.0% | +0.9% | -2.0% |
| All | +73.8% | +73.1% | +0.8% | -2.0% |
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