+254.6%
GLW vs IVV
+75.1%
+179.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +5.8% |
| 7D | +1.4% | -0.9% | +2.3% | +3.4% |
| 30D | -18.2% | -2.3% | -15.9% | -15.0% |
| 3M | -24.2% | -1.2% | -23.0% | -22.2% |
| 6M | -41.7% | +3.3% | -45.0% | -42.4% |
| YTD | +38.3% | +12.3% | +26.0% | +25.8% |
| 1Y | +38.2% | +12.5% | +25.7% | +25.8% |
| 3Y | +363.4% | +79.2% | +284.2% | +169.0% |
| 5Y | +254.6% | +75.6% | +178.9% | +104.8% |
| All | +254.6% | +75.1% | +179.4% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling