+518.8%
GEV vs IVV
+50.2%
+468.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | -1.0% |
| 7D | -3.0% | -0.9% | -2.0% | -1.0% |
| 30D | -18.9% | -2.3% | -16.5% | -14.9% |
| 3M | -20.1% | -1.2% | -18.9% | -18.0% |
| 6M | -24.6% | +3.3% | -27.9% | -28.5% |
| YTD | +24.0% | +12.3% | +11.6% | +0.8% |
| 1Y | +40.6% | +12.5% | +28.1% | +14.8% |
| All | +518.8% | +50.2% | +468.6% | +218.8% |
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 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