+544.2%
WMT vs IVV
+309.2%
+235.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +2.0% | +2.6% | -0.5% | +0.8% |
| 30D | +10.3% | -2.0% | +12.3% | +11.2% |
| 3M | +11.0% | -2.8% | +13.7% | +12.3% |
| 6M | -2.3% | +2.2% | -4.5% | -3.8% |
| YTD | +15.7% | +11.5% | +4.2% | +8.9% |
| 1Y | +26.0% | +13.5% | +12.5% | +17.4% |
| 3Y | +136.5% | +78.1% | +58.4% | +73.8% |
| 5Y | +176.8% | +73.1% | +103.7% | +104.0% |
| All | +544.2% | +309.2% | +235.0% | +196.6% |
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