+738.6%
IVV vs WY
+158.2%
+580.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.5% |
| 7D | -2.7% | +3.1% | -5.8% | -4.0% |
| 30D | -5.4% | +13.0% | -18.3% | -10.1% |
| 3M | -4.1% | -16.8% | +12.7% | +2.4% |
| 6M | +0.7% | -11.2% | +11.9% | +4.2% |
| YTD | +8.7% | -9.1% | +17.8% | +10.7% |
| 1Y | +11.0% | -4.8% | +15.7% | +10.7% |
| 3Y | +75.4% | -25.3% | +100.7% | +88.6% |
| 5Y | +68.3% | -33.2% | +101.5% | +87.2% |
| 10Y | +315.5% | +6.6% | +309.0% | +250.1% |
| All | +738.6% | +158.2% | +580.5% | +340.7% |
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