+313.7%
IVV vs NWSA
+143.8%
+169.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +0.5% | -2.6% | +3.1% | +1.5% |
| 30D | -1.0% | +4.6% | -5.5% | -2.6% |
| 3M | +3.9% | +10.2% | -6.3% | -0.3% |
| 6M | +14.5% | +21.6% | -7.1% | +5.7% |
| YTD | +12.9% | +14.6% | -1.7% | +6.2% |
| 1Y | +19.4% | +0.4% | +19.0% | +17.6% |
| 3Y | +78.8% | +45.0% | +33.8% | +51.9% |
| 5Y | +82.2% | +41.3% | +40.9% | +52.2% |
| 10Y | +313.7% | +142.8% | +170.9% | +160.0% |
| All | +313.7% | +143.8% | +169.8% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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