+11,408.7%
GOOG vs IVV
+931.7%
+10,477.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.4% | -0.6% | +3.0% | +2.9% |
| 30D | -18.1% | -3.7% | -14.4% | -14.9% |
| 3M | -19.9% | -2.7% | -17.1% | -17.6% |
| 6M | -28.2% | +2.2% | -30.4% | -29.7% |
| YTD | -9.0% | +10.9% | -19.9% | -18.0% |
| 1Y | -1.7% | +11.3% | -13.0% | -11.6% |
| 3Y | +114.5% | +76.9% | +37.7% | +20.4% |
| 5Y | +96.2% | +73.5% | +22.7% | +14.9% |
| 10Y | +654.4% | +307.4% | +347.0% | +96.8% |
| All | +11,408.7% | +931.7% | +10,477.0% | +1,244.1% |
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 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