+700.7%
GOOGL vs IVV
+310.9%
+389.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | +5.7% | +3.3% | +2.4% | +1.7% |
| 30D | -15.6% | -2.7% | -12.9% | -12.9% |
| 3M | -13.0% | -1.7% | -11.3% | -11.3% |
| 6M | -22.8% | +3.2% | -25.9% | -25.5% |
| YTD | -4.4% | +12.0% | -16.4% | -15.9% |
| 1Y | +4.5% | +12.1% | -7.7% | -8.1% |
| 3Y | +127.4% | +78.6% | +48.8% | +17.0% |
| 5Y | +102.8% | +73.8% | +29.0% | +9.4% |
| All | +700.7% | +310.9% | +389.7% | +54.9% |
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