+315.1%
IVV vs SW
+147.8%
+167.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.1% | -5.1% | +5.2% | +0.6% |
| 30D | +0.1% | -4.6% | +4.7% | +0.5% |
| 3M | +2.0% | +9.4% | -7.4% | +0.8% |
| 6M | +13.0% | +3.5% | +9.5% | +12.1% |
| YTD | +13.6% | +22.0% | -8.4% | +10.7% |
| 1Y | +20.1% | +2.2% | +17.9% | +18.8% |
| 3Y | +77.6% | +19.6% | +58.0% | +71.5% |
| 5Y | +82.5% | -2.3% | +84.8% | +75.3% |
| All | +315.1% | +147.8% | +167.4% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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