+312.0%
IVV vs IWF
+389.3%
-77.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +3.3% | +5.3% | -1.9% | -0.9% |
| 30D | -2.7% | -8.6% | +5.9% | +4.5% |
| 3M | -1.7% | -6.5% | +4.8% | +3.5% |
| 6M | +3.2% | -5.6% | +8.8% | +7.5% |
| YTD | +12.0% | -1.5% | +13.5% | +12.5% |
| 1Y | +12.1% | -2.8% | +14.9% | +13.8% |
| 3Y | +78.6% | +67.1% | +11.5% | +13.8% |
| 5Y | +73.8% | +57.6% | +16.2% | +15.2% |
| All | +312.0% | +389.3% | -77.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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