+845.0%
IVV vs VWO
+328.1%
+516.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | +0.1% | +2.4% | -2.3% | -1.3% |
| 3M | +2.0% | +2.0% | 0.0% | +0.7% |
| 6M | +13.0% | +10.7% | +2.4% | +6.3% |
| YTD | +13.6% | +14.4% | -0.8% | +4.6% |
| 1Y | +20.1% | +22.7% | -2.6% | +6.1% |
| 3Y | +77.6% | +64.2% | +13.4% | +31.8% |
| 5Y | +82.5% | +35.8% | +46.7% | +50.5% |
| 10Y | +316.5% | +114.7% | +201.8% | +162.4% |
| All | +845.0% | +328.1% | +516.9% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 all: compounded portfolio wealth divided by compounded VWO 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…
all analysis · Full analysis span regression · 6 months rolling