+9.0%
IVW vs SPY
+12.2%
-3.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.1% |
| 7D | -1.5% | -0.9% | -0.6% | -0.2% |
| 30D | -7.2% | -2.4% | -4.9% | -4.0% |
| 3M | -4.7% | -1.2% | -3.5% | -3.0% |
| 6M | -1.3% | +3.3% | -4.6% | -5.2% |
| YTD | +9.1% | +12.3% | -3.1% | -5.8% |
| All | +9.0% | +12.2% | -3.2% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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