+776.1%
IVV vs GE
+149.4%
+626.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | +0.1% | -11.6% | +11.6% | +4.6% |
| 3M | +2.0% | +3.0% | -1.0% | +0.3% |
| 6M | +13.0% | -0.5% | +13.6% | +11.8% |
| YTD | +13.6% | +9.7% | +3.9% | +7.7% |
| 1Y | +20.1% | +20.0% | 0.0% | +9.6% |
| 3Y | +77.6% | +275.8% | -198.2% | +1.2% |
| 5Y | +82.5% | +429.1% | -346.6% | -11.2% |
| 10Y | +316.5% | +151.2% | +165.4% | +147.5% |
| All | +776.1% | +149.4% | +626.7% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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