+195.6%
IVV vs TW
+298.0%
-102.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +3.3% | +3.2% | +0.1% | +2.5% |
| 30D | -2.7% | +19.7% | -22.4% | -7.2% |
| 3M | -1.7% | +26.8% | -28.5% | -7.9% |
| 6M | +3.2% | +20.9% | -17.7% | -2.7% |
| YTD | +12.0% | +22.9% | -10.9% | +4.4% |
| 1Y | +12.1% | +20.4% | -8.2% | +5.1% |
| 3Y | +78.6% | +42.9% | +35.7% | +55.2% |
| 5Y | +73.8% | +40.2% | +33.6% | +48.2% |
| All | +195.6% | +298.0% | -102.4% | +89.4% |
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