+493.9%
GLW vs IVV
+309.7%
+184.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.2% |
| 7D | -13.9% | -2.7% | -11.2% | -10.5% |
| 30D | -35.0% | -5.4% | -29.6% | -29.8% |
| 3M | -32.4% | -4.1% | -28.3% | -28.0% |
| 6M | -41.3% | +0.7% | -42.1% | -40.3% |
| YTD | +21.8% | +8.7% | +13.1% | +14.4% |
| 1Y | +21.8% | +11.0% | +10.9% | +12.1% |
| 3Y | +307.7% | +75.4% | +232.2% | +119.1% |
| 5Y | +213.7% | +68.3% | +145.4% | +76.2% |
| All | +493.9% | +309.7% | +184.2% | +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