+13,507.3%
GOOGL vs IVV
+956.8%
+12,550.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 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% | -10.7% |
| 6M | +11.9% | +13.0% | -1.2% | -1.0% |
| YTD | +8.3% | +13.6% | -5.3% | -4.7% |
| 1Y | +46.2% | +20.1% | +26.1% | +21.7% |
| 3Y | +151.9% | +77.6% | +74.3% | +41.1% |
| 5Y | +137.7% | +82.5% | +55.2% | +32.4% |
| 10Y | +757.6% | +316.5% | +441.0% | +118.7% |
| All | +13,507.3% | +956.8% | +12,550.5% | +1,451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling