+710.1%
GOOG vs IVV
+310.9%
+399.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | +4.8% | +3.3% | +1.5% | +0.9% |
| 30D | -15.5% | -2.7% | -12.8% | -12.9% |
| 3M | -13.7% | -1.7% | -12.0% | -12.0% |
| 6M | -23.0% | +3.2% | -26.1% | -25.6% |
| YTD | -5.7% | +12.0% | -17.7% | -17.0% |
| 1Y | +3.0% | +12.1% | -9.1% | -9.4% |
| 3Y | +122.4% | +78.6% | +43.8% | +14.5% |
| 5Y | +99.2% | +73.8% | +25.4% | +7.6% |
| All | +710.1% | +310.9% | +399.2% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling