+356.1%
GLW vs IVV
+78.4%
+277.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +5.4% |
| 7D | -5.9% | +0.1% | -6.0% | -5.4% |
| 30D | -26.0% | -3.3% | -22.7% | -21.2% |
| 3M | -29.9% | -2.4% | -27.5% | -26.3% |
| 6M | -37.8% | +2.6% | -40.4% | -38.2% |
| YTD | +33.1% | +11.3% | +21.8% | +20.1% |
| 1Y | +36.8% | +13.4% | +23.4% | +21.3% |
| 3Y | +356.1% | +80.3% | +275.8% | +161.3% |
| All | +356.1% | +78.4% | +277.7% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling