+309.6%
IVV vs IWF
+391.9%
-82.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.9% |
| 30D | -3.3% | -10.1% | +6.8% | +5.2% |
| 3M | -2.4% | -7.6% | +5.2% | +3.8% |
| 6M | +2.6% | -6.7% | +9.3% | +8.0% |
| YTD | +11.3% | -2.5% | +13.8% | +12.8% |
| 1Y | +13.4% | -2.1% | +15.5% | +14.4% |
| 3Y | +80.3% | +68.6% | +11.6% | +14.0% |
| 5Y | +72.7% | +55.8% | +16.9% | +15.6% |
| 10Y | +309.6% | +383.3% | -73.6% | +0.2% |
| All | +309.6% | +391.9% | -82.2% | +0.2% |
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