+83.1%
IVV vs NWSA
+40.7%
+42.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +0.1% | +4.6% | -4.5% | -1.6% |
| 3M | +2.0% | +13.2% | -11.2% | -2.9% |
| 6M | +13.0% | +27.0% | -14.0% | +2.8% |
| YTD | +13.6% | +16.8% | -3.2% | +6.3% |
| 1Y | +20.1% | +4.5% | +15.6% | +17.0% |
| 3Y | +77.6% | +46.2% | +31.4% | +49.9% |
| All | +83.1% | +40.7% | +42.4% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling