+526.0%
GLW vs IVV
+309.2%
+216.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.8% |
| 7D | +7.7% | +2.6% | +5.2% | +4.6% |
| 30D | -18.8% | -2.0% | -16.8% | -16.0% |
| 3M | -27.7% | -2.8% | -25.0% | -24.2% |
| 6M | -44.4% | +2.2% | -46.6% | -44.4% |
| YTD | +31.3% | +11.5% | +19.8% | +19.6% |
| 1Y | +40.0% | +13.5% | +26.6% | +25.3% |
| 3Y | +339.2% | +78.1% | +261.1% | +132.0% |
| 5Y | +229.2% | +73.1% | +156.1% | +78.9% |
| All | +526.0% | +309.2% | +216.7% | +7.2% |
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