+25.8%
IWM vs IVV
+72.8%
-47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | -6.2% | -2.7% | -3.5% | -3.3% |
| 6M | -0.8% | +2.2% | -3.0% | -3.3% |
| YTD | +14.8% | +10.9% | +3.9% | +2.2% |
| 1Y | +16.1% | +11.3% | +4.8% | +3.1% |
| 3Y | +71.5% | +76.9% | -5.3% | -8.4% |
| 5Y | +25.8% | +73.5% | -47.7% | -30.8% |
| All | +25.8% | +72.8% | -47.0% | -30.8% |
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 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