+750.9%
GOOGL vs IVV
+313.5%
+437.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | +1.1% | +0.5% | +0.6% | +0.5% |
| 30D | -4.4% | -1.0% | -3.5% | -3.3% |
| 3M | -6.8% | +3.9% | -10.7% | -10.6% |
| 6M | +13.6% | +14.5% | -0.9% | -2.4% |
| YTD | +8.3% | +12.9% | -4.6% | -5.5% |
| 1Y | +44.9% | +19.4% | +25.6% | +18.8% |
| 3Y | +150.5% | +78.8% | +71.7% | +29.1% |
| 5Y | +137.7% | +82.2% | +55.5% | +22.1% |
| 10Y | +750.9% | +313.7% | +437.3% | +78.5% |
| All | +750.9% | +313.5% | +437.4% | +78.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling