+68.2%
IVV vs IWF
+50.6%
+17.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.6% |
| 7D | -2.7% | -5.0% | +2.3% | +1.0% |
| 30D | -5.4% | -13.2% | +7.8% | +5.0% |
| 3M | -4.1% | -9.4% | +5.4% | +3.1% |
| 6M | +0.7% | -8.6% | +9.3% | +7.2% |
| YTD | +8.7% | -5.3% | +14.0% | +12.5% |
| 1Y | +11.0% | -5.0% | +16.0% | +14.5% |
| 3Y | +75.4% | +64.6% | +10.8% | +17.5% |
| All | +68.2% | +50.6% | +17.6% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling