+521.8%
GLW vs IVV
+306.5%
+215.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.8% |
| 7D | -11.1% | -0.6% | -10.5% | -9.9% |
| 30D | -28.4% | -3.7% | -24.8% | -24.3% |
| 3M | -28.8% | -2.7% | -26.1% | -25.4% |
| 6M | -39.8% | +2.2% | -42.1% | -39.8% |
| YTD | +28.7% | +10.9% | +17.8% | +18.0% |
| 1Y | +27.7% | +11.3% | +16.4% | +17.0% |
| 3Y | +331.3% | +76.9% | +254.5% | +129.5% |
| 5Y | +233.4% | +73.5% | +160.0% | +80.5% |
| 10Y | +521.8% | +307.4% | +214.4% | +8.8% |
| All | +521.8% | +306.5% | +215.2% | +8.8% |
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 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