+421.1%
WMT vs IVV
+321.5%
+99.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -2.5% | -2.0% | -0.5% | -1.5% |
| 30D | -6.4% | -1.6% | -4.8% | -5.6% |
| 3M | -12.1% | +4.8% | -16.9% | -14.2% |
| 6M | -15.0% | +12.6% | -27.5% | -20.1% |
| YTD | -4.5% | +11.8% | -16.3% | -10.0% |
| 1Y | +6.2% | +17.6% | -11.4% | -2.8% |
| 3Y | +99.9% | +77.0% | +22.9% | +47.4% |
| 5Y | +131.4% | +82.6% | +48.9% | +65.9% |
| All | +421.1% | +321.5% | +99.6% | +130.2% |
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