+198.0%
IVV vs TW
+211.4%
-13.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | +0.5% | -3.5% | +4.0% | +1.4% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +3.9% | +4.9% | -1.1% | +1.8% |
| 6M | +14.5% | -17.1% | +31.6% | +19.6% |
| YTD | +12.9% | -3.9% | +16.8% | +12.4% |
| 1Y | +19.4% | -13.3% | +32.6% | +22.4% |
| 3Y | +78.8% | +20.9% | +57.9% | +61.5% |
| 5Y | +82.2% | +20.5% | +61.7% | +60.9% |
| All | +198.0% | +211.4% | -13.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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