+155.4%
IWM vs IVV
+306.5%
-151.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.3% | -0.6% | +0.9% | +1.0% |
| 30D | +0.6% | -3.7% | +4.2% | +4.8% |
| 3M | -6.2% | -2.7% | -3.5% | -3.4% |
| 6M | -0.8% | +2.2% | -3.0% | -3.2% |
| YTD | +14.8% | +10.9% | +3.9% | +2.6% |
| 1Y | +16.1% | +11.3% | +4.8% | +3.5% |
| 3Y | +71.5% | +76.9% | -5.3% | -7.2% |
| 5Y | +25.8% | +73.5% | -47.7% | -30.2% |
| 10Y | +155.4% | +307.4% | -152.0% | -44.6% |
| All | +155.4% | +306.5% | -151.1% | -44.6% |
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