+554.2%
GLW vs IVV
+310.9%
+243.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | +15.5% | +3.3% | +12.2% | +11.1% |
| 30D | -19.6% | -2.7% | -16.9% | -16.0% |
| 3M | -28.5% | -1.7% | -26.8% | -26.1% |
| 6M | -39.5% | +3.2% | -42.7% | -40.2% |
| YTD | +37.2% | +12.0% | +25.2% | +24.3% |
| 1Y | +35.4% | +12.1% | +23.3% | +23.0% |
| 3Y | +359.7% | +78.6% | +281.1% | +141.8% |
| 5Y | +244.0% | +73.8% | +170.2% | +85.9% |
| All | +554.2% | +310.9% | +243.2% | +11.5% |
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