+11,349.2%
GOOGL vs IVV
+911.6%
+10,437.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.4% |
| 7D | +1.8% | -2.7% | +4.5% | +4.6% |
| 30D | -18.8% | -5.4% | -13.4% | -14.0% |
| 3M | -20.3% | -4.1% | -16.3% | -16.8% |
| 6M | -28.4% | +0.7% | -29.1% | -28.8% |
| YTD | -8.8% | +8.7% | -17.6% | -16.1% |
| 1Y | +0.3% | +11.0% | -10.7% | -9.5% |
| 3Y | +120.7% | +75.4% | +45.3% | +25.0% |
| 5Y | +93.1% | +68.3% | +24.8% | +16.7% |
| 10Y | +636.1% | +315.5% | +320.6% | +88.9% |
| All | +11,349.2% | +911.6% | +10,437.6% | +1,265.9% |
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 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