+161.3%
IWM vs IVV
+317.7%
-156.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +0.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +1.3% | -3.3% | +4.6% | +5.1% |
| 3M | -6.1% | -2.4% | -3.7% | -3.6% |
| 6M | -0.1% | +2.6% | -2.7% | -2.9% |
| YTD | +15.5% | +11.3% | +4.3% | +2.9% |
| 1Y | +18.1% | +13.4% | +4.7% | +3.0% |
| 3Y | +74.6% | +80.3% | -5.6% | -7.5% |
| 5Y | +24.6% | +72.7% | -48.1% | -30.5% |
| 10Y | +161.3% | +309.6% | -148.4% | -43.8% |
| All | +161.3% | +317.7% | -156.4% | -43.8% |
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