+119.6%
GLW vs IVV
+17.3%
+102.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -1.5% |
| 7D | +11.7% | -2.0% | +13.7% | +17.9% |
| 30D | +2.7% | -1.6% | +4.3% | +7.1% |
| 3M | -2.8% | +4.8% | -7.6% | -13.3% |
| 6M | +20.2% | +12.6% | +7.6% | -7.3% |
| YTD | +87.3% | +11.8% | +75.5% | +47.7% |
| 1Y | +119.6% | +17.6% | +102.0% | +62.2% |
| All | +119.6% | +17.3% | +102.3% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling