+20.0%
IWM vs IVV
+67.9%
-47.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.6% |
| 7D | -2.0% | -2.7% | +0.7% | +1.0% |
| 30D | -1.5% | -5.4% | +3.9% | +4.8% |
| 3M | -8.0% | -4.1% | -3.9% | -3.7% |
| 6M | -4.1% | +0.7% | -4.8% | -5.0% |
| YTD | +11.9% | +8.7% | +3.2% | +1.9% |
| 1Y | +15.0% | +11.0% | +4.0% | +2.4% |
| 3Y | +64.2% | +75.4% | -11.2% | -11.5% |
| All | +20.0% | +67.9% | -47.9% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling