+751.2%
GOOGL vs IVV
+316.0%
+435.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -6.6% | +0.1% | -6.6% | -6.6% |
| 3M | -8.9% | +2.0% | -10.9% | -10.9% |
| 6M | +11.9% | +13.0% | -1.2% | -2.5% |
| YTD | +8.3% | +13.6% | -5.3% | -6.2% |
| 1Y | +46.2% | +20.1% | +26.1% | +19.0% |
| 3Y | +151.9% | +77.6% | +74.3% | +30.8% |
| 5Y | +137.7% | +82.5% | +55.2% | +21.8% |
| All | +751.2% | +316.0% | +435.1% | +77.3% |
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