+12.1%
GEV vs IVV
+13.6%
-1.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.9% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | -7.5% | +0.1% | -7.5% | -7.6% |
| 3M | -2.2% | +2.0% | -4.2% | -6.4% |
| 6M | +12.1% | +13.0% | -1.0% | -10.8% |
| All | +12.1% | +13.6% | -1.5% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling