+776.1%
IVV vs WY
+183.3%
+592.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.8% |
| 30D | +0.1% | -10.1% | +10.2% | +4.2% |
| 3M | +2.0% | -5.1% | +7.1% | +3.5% |
| 6M | +13.0% | -4.8% | +17.8% | +14.2% |
| YTD | +13.6% | -0.2% | +13.8% | +12.2% |
| 1Y | +20.1% | -6.6% | +26.7% | +21.3% |
| 3Y | +77.6% | -22.7% | +100.3% | +89.5% |
| 5Y | +82.5% | -22.2% | +104.7% | +91.7% |
| 10Y | +316.5% | +7.3% | +309.2% | +251.9% |
| All | +776.1% | +183.3% | +592.8% | +346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling