+73.1%
IVV vs KWEB
-47.2%
+120.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | -7.8% | +10.4% | +3.8% |
| 30D | -2.0% | -6.4% | +4.4% | -1.1% |
| 3M | -2.8% | -14.6% | +11.8% | -0.6% |
| 6M | +2.2% | -25.0% | +27.2% | +6.4% |
| YTD | +11.5% | -32.7% | +44.2% | +17.8% |
| 1Y | +13.5% | -37.3% | +50.8% | +21.1% |
| 3Y | +78.1% | -5.9% | +84.0% | +76.8% |
| All | +73.1% | -47.2% | +120.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling