+939.5%
WMT vs IVV
+727.1%
+212.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +1.6% | -2.7% | +4.3% | +3.2% |
| 30D | +16.1% | -5.4% | +21.4% | +19.6% |
| 3M | +12.3% | -4.1% | +16.3% | +14.8% |
| 6M | -3.1% | +0.7% | -3.8% | -4.0% |
| YTD | +13.4% | +8.7% | +4.6% | +7.1% |
| 1Y | +24.5% | +11.0% | +13.5% | +16.0% |
| 3Y | +135.7% | +75.4% | +60.3% | +65.9% |
| 5Y | +166.8% | +68.3% | +98.5% | +89.4% |
| 10Y | +543.5% | +315.5% | +227.9% | +152.3% |
| All | +939.5% | +727.1% | +212.4% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling