+78.1%
IVV vs KWEB
-5.9%
+84.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | -7.8% | +10.4% | +4.0% |
| 30D | -2.0% | -6.4% | +4.4% | -1.0% |
| 3M | -2.8% | -14.6% | +11.8% | -0.2% |
| 6M | +2.2% | -25.0% | +27.2% | +7.0% |
| YTD | +11.5% | -32.7% | +44.2% | +18.7% |
| 1Y | +13.5% | -37.3% | +50.8% | +22.1% |
| 3Y | +78.1% | -5.9% | +84.0% | +78.8% |
| All | +78.1% | -5.9% | +84.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling