+753.1%
IVV vs IWD
+731.9%
+21.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -1.9% |
| 7D | -4.8% | -0.9% | -3.8% | -3.9% |
| 30D | -5.9% | +2.6% | -8.6% | -8.2% |
| 3M | -4.5% | +1.2% | -5.8% | -5.6% |
| 6M | +1.8% | +12.1% | -10.3% | -8.7% |
| YTD | +8.4% | +24.1% | -15.8% | -11.8% |
| 1Y | +9.4% | +28.5% | -19.1% | -13.8% |
| 3Y | +75.3% | +79.5% | -4.2% | +0.6% |
| 5Y | +67.8% | +70.3% | -2.5% | +1.8% |
| 10Y | +314.2% | +212.5% | +101.6% | +41.2% |
| All | +753.1% | +731.9% | +21.1% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling