+622.2%
GOOGL vs IVV
+317.7%
+304.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -1.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.0% |
| 30D | -18.1% | -3.3% | -14.7% | -14.8% |
| 3M | -18.6% | -2.4% | -16.2% | -16.3% |
| 6M | -28.0% | +2.6% | -30.6% | -30.1% |
| YTD | -7.8% | +11.3% | -19.1% | -18.3% |
| 1Y | +3.6% | +13.4% | -9.8% | -10.1% |
| 3Y | +123.4% | +80.3% | +43.1% | +13.6% |
| 5Y | +95.3% | +72.7% | +22.6% | +6.2% |
| 10Y | +622.2% | +309.6% | +312.5% | +39.1% |
| All | +622.2% | +317.7% | +304.5% | +39.1% |
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 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