+68.2%
IVV vs WY
-34.0%
+102.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.3% |
| 7D | -2.7% | +3.1% | -5.8% | -3.8% |
| 30D | -5.4% | +13.0% | -18.3% | -9.4% |
| 3M | -4.1% | -16.8% | +12.7% | +1.8% |
| 6M | +0.7% | -11.2% | +11.9% | +3.9% |
| YTD | +8.7% | -9.1% | +17.8% | +10.4% |
| 1Y | +11.0% | -4.8% | +15.7% | +10.4% |
| 3Y | +75.4% | -25.3% | +100.7% | +87.5% |
| All | +68.2% | -34.0% | +102.1% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling