+827.9%
IVV vs VWO
+293.6%
+534.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.6% | +2.0% | +0.6% | +1.4% |
| 30D | -2.0% | -4.3% | +2.3% | +0.6% |
| 3M | -2.8% | -6.4% | +3.6% | +1.0% |
| 6M | +2.2% | -5.6% | +7.8% | +5.6% |
| YTD | +11.5% | +5.2% | +6.3% | +7.9% |
| 1Y | +13.5% | +5.2% | +8.3% | +9.8% |
| 3Y | +78.1% | +55.5% | +22.6% | +36.4% |
| 5Y | +73.1% | +25.6% | +47.5% | +49.6% |
| 10Y | +310.4% | +110.8% | +199.6% | +162.4% |
| All | +827.9% | +293.6% | +534.3% | +298.1% |
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