+1.0%
GOOGL vs IVV
+13.0%
-12.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +0.5% |
| 7D | +1.6% | -0.9% | +2.5% | +2.7% |
| 30D | -16.8% | -2.3% | -14.5% | -14.1% |
| 3M | -14.6% | -1.2% | -13.4% | -13.3% |
| 6M | -24.4% | +3.3% | -27.7% | -27.7% |
| YTD | -6.1% | +12.3% | -18.4% | -20.6% |
| 1Y | +1.0% | +12.5% | -11.5% | -15.0% |
| All | +1.0% | +13.0% | -12.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling