+837.6%
GLW vs IVV
+313.5%
+524.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +8.3% |
| 7D | +14.0% | +0.5% | +13.5% | +13.2% |
| 30D | +0.4% | -1.0% | +1.3% | +1.5% |
| 3M | -11.3% | +3.9% | -15.2% | -14.5% |
| 6M | +35.1% | +14.5% | +20.6% | +17.1% |
| YTD | +90.5% | +12.9% | +77.6% | +68.8% |
| 1Y | +132.0% | +19.4% | +112.7% | +93.5% |
| 3Y | +463.3% | +78.8% | +384.5% | +192.2% |
| 5Y | +382.5% | +82.2% | +300.3% | +142.8% |
| 10Y | +837.6% | +313.7% | +524.0% | +75.0% |
| All | +837.6% | +313.5% | +524.1% | +75.0% |
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 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