+76.1%
IVV vs SW
-0.1%
+76.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.2% |
| 7D | -0.7% | +12.1% | -12.8% | -2.0% |
| 30D | -1.0% | +6.6% | -7.6% | -1.8% |
| 3M | -0.3% | -6.0% | +5.7% | +0.2% |
| 6M | +7.4% | +21.5% | -14.1% | +4.6% |
| YTD | +13.4% | +20.3% | -7.0% | +10.2% |
| 1Y | +14.8% | +28.1% | -13.3% | +10.7% |
| 3Y | +83.3% | +51.6% | +31.7% | +73.9% |
| 5Y | +76.1% | -0.1% | +76.3% | +65.4% |
| All | +76.1% | -0.1% | +76.3% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling