+290.4%
GLW vs IVV
+764.0%
-473.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.2% |
| 7D | +3.8% | +0.1% | +3.6% | +3.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | -21.8% | +2.0% | -23.8% | -22.7% |
| 6M | +6.9% | +13.0% | -6.1% | -6.8% |
| YTD | +77.2% | +13.6% | +63.6% | +53.9% |
| 1Y | +123.2% | +20.1% | +103.2% | +81.2% |
| 3Y | +400.0% | +77.6% | +322.4% | +140.4% |
| 5Y | +342.8% | +82.5% | +260.3% | +101.7% |
| 10Y | +771.4% | +316.5% | +454.9% | +30.0% |
| All | +290.4% | +764.0% | -473.6% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling