+148.5%
GOOG vs IVV
+80.9%
+67.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -2.1% | +0.1% | -2.3% | -2.3% |
| 30D | -6.8% | +0.1% | -6.9% | -6.9% |
| 3M | -9.1% | +2.0% | -11.1% | -11.1% |
| 6M | +10.7% | +13.0% | -2.3% | -3.6% |
| YTD | +7.1% | +13.6% | -6.5% | -7.4% |
| 1Y | +44.6% | +20.1% | +24.5% | +17.6% |
| All | +148.5% | +80.9% | +67.7% | +20.6% |
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