+492.6%
GEV vs IVV
+45.4%
+447.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | -0.2% |
| 7D | -9.8% | -2.7% | -7.1% | -5.3% |
| 30D | -22.3% | -5.4% | -16.9% | -13.7% |
| 3M | -22.6% | -4.1% | -18.5% | -16.2% |
| 6M | -30.7% | +0.7% | -31.5% | -31.2% |
| YTD | +18.7% | +8.7% | +10.0% | +2.5% |
| 1Y | +41.0% | +11.0% | +30.1% | +18.0% |
| All | +492.6% | +45.4% | +447.2% | +224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling