+312.0%
IVV vs WY
+3.3%
+308.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +3.3% | -5.4% | +8.7% | +5.4% |
| 30D | -2.7% | +7.9% | -10.5% | -5.6% |
| 3M | -1.7% | -16.6% | +14.9% | +4.4% |
| 6M | +3.2% | -11.2% | +14.4% | +6.5% |
| YTD | +12.0% | -11.3% | +23.3% | +14.9% |
| 1Y | +12.1% | -5.5% | +17.7% | +12.1% |
| 3Y | +78.6% | -25.4% | +104.0% | +91.4% |
| 5Y | +73.8% | -32.4% | +106.2% | +91.8% |
| All | +312.0% | +3.3% | +308.8% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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