+143.5%
IWM vs IVV
+309.2%
-165.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.4% | +2.6% | -1.2% | -1.3% |
| 30D | +2.3% | -2.0% | +4.3% | +4.6% |
| 3M | -8.3% | -2.8% | -5.5% | -5.5% |
| 6M | -1.3% | +2.2% | -3.5% | -3.7% |
| YTD | +13.5% | +11.5% | +2.0% | +0.8% |
| 1Y | +18.4% | +13.5% | +4.9% | +3.2% |
| 3Y | +69.6% | +78.1% | -8.5% | -8.9% |
| 5Y | +23.3% | +73.1% | -49.8% | -31.4% |
| All | +143.5% | +309.2% | -165.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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