+161.7%
GLW vs IVV
+724.3%
-562.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.4% | -8.5% | -6.9% |
| 7D | -19.7% | -4.8% | -15.0% | -13.9% |
| 30D | -38.8% | -5.9% | -32.9% | -33.0% |
| 3M | -33.9% | -4.5% | -29.3% | -28.9% |
| 6M | -36.0% | +1.8% | -37.8% | -35.7% |
| YTD | +18.7% | +8.4% | +10.4% | +11.0% |
| 1Y | +19.8% | +9.4% | +10.4% | +11.0% |
| 3Y | +294.3% | +75.3% | +219.1% | +95.3% |
| 5Y | +205.7% | +67.8% | +138.0% | +57.7% |
| 10Y | +493.8% | +314.2% | +179.6% | -9.9% |
| All | +161.7% | +724.3% | -562.6% | -78.9% |
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