+309.6%
IVV vs NWSA
+159.6%
+150.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +0.1% | -10.5% | +10.6% | +3.9% |
| 30D | -3.3% | -8.8% | +5.4% | -0.4% |
| 3M | -2.4% | -6.5% | +4.1% | -0.5% |
| 6M | +2.6% | -1.3% | +3.9% | +1.9% |
| YTD | +11.3% | +2.5% | +8.8% | +8.4% |
| 1Y | +13.4% | +0.2% | +13.3% | +11.4% |
| 3Y | +80.3% | +27.6% | +52.7% | +59.6% |
| 5Y | +72.7% | +17.0% | +55.7% | +53.8% |
| 10Y | +309.6% | +148.3% | +161.3% | +160.5% |
| All | +309.6% | +159.6% | +150.0% | +160.5% |
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