+310.3%
IVV vs GM
+205.9%
+104.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -2.0% | +3.6% | -5.5% | -3.2% |
| 3M | -2.8% | -0.2% | -2.5% | -3.2% |
| 6M | +2.2% | +13.9% | -11.8% | -2.5% |
| YTD | +11.5% | +6.5% | +5.1% | +8.0% |
| 1Y | +13.5% | +20.7% | -7.2% | +5.9% |
| 3Y | +78.1% | +229.5% | -151.4% | +18.0% |
| 5Y | +73.1% | +41.5% | +31.6% | +44.2% |
| All | +310.3% | +205.9% | +104.5% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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