+616.9%
GOOGL vs IVV
+309.7%
+307.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.4% |
| 7D | +1.8% | -2.7% | +4.5% | +4.9% |
| 30D | -18.8% | -5.4% | -13.4% | -13.4% |
| 3M | -20.3% | -4.1% | -16.3% | -16.4% |
| 6M | -28.4% | +0.7% | -29.1% | -28.9% |
| YTD | -8.8% | +8.7% | -17.6% | -17.0% |
| 1Y | +0.3% | +11.0% | -10.7% | -10.7% |
| 3Y | +120.7% | +75.4% | +45.3% | +16.0% |
| 5Y | +93.1% | +68.3% | +24.8% | +8.3% |
| All | +616.9% | +309.7% | +307.2% | +44.7% |
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