+305.2%
IVV vs SW
+185.4%
+119.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.3% |
| 7D | -4.8% | +4.7% | -9.4% | -5.2% |
| 30D | -5.9% | +5.0% | -10.9% | -6.4% |
| 3M | -4.5% | -7.3% | +2.8% | -3.9% |
| 6M | +1.8% | +15.0% | -13.1% | 0.0% |
| YTD | +8.4% | +18.5% | -10.1% | +5.8% |
| 1Y | +9.4% | +27.1% | -17.7% | +6.0% |
| 3Y | +75.3% | +49.3% | +25.9% | +66.4% |
| 5Y | +67.8% | -1.6% | +69.4% | +61.2% |
| All | +305.2% | +185.4% | +119.8% | +253.6% |
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