+11.0%
IVV vs WFC
-0.7%
+11.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | -5.4% | +5.2% | -10.6% | -6.2% |
| 3M | -4.1% | -3.0% | -1.0% | -3.5% |
| 6M | +0.7% | +6.2% | -5.5% | -0.5% |
| YTD | +8.7% | -7.9% | +16.6% | +10.3% |
| 1Y | +11.0% | +0.3% | +10.7% | +8.6% |
| All | +11.0% | -0.7% | +11.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling