+192.7%
IVV vs TW
+291.9%
-99.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -0.6% | +3.1% | -3.7% | -1.4% |
| 30D | -3.7% | +16.7% | -20.4% | -7.5% |
| 3M | -2.7% | +25.2% | -27.9% | -8.5% |
| 6M | +2.2% | +19.5% | -17.2% | -3.2% |
| YTD | +10.9% | +21.0% | -10.1% | +3.8% |
| 1Y | +11.3% | +19.0% | -7.6% | +4.7% |
| 3Y | +76.9% | +40.7% | +36.2% | +54.3% |
| 5Y | +73.5% | +40.1% | +33.3% | +47.8% |
| All | +192.7% | +291.9% | -99.2% | +88.3% |
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