+322.1%
IVV vs GM
+221.2%
+100.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -0.4% | -1.1% | +0.8% | -0.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.1% |
| 3M | +3.7% | +0.2% | +3.5% | +3.3% |
| 6M | +13.0% | +12.6% | +0.4% | +8.6% |
| YTD | +12.4% | +3.7% | +8.8% | +10.2% |
| 1Y | +18.6% | +45.6% | -27.0% | +4.7% |
| 3Y | +78.1% | +162.0% | -83.9% | +27.3% |
| 5Y | +82.3% | +80.5% | +1.8% | +41.2% |
| 10Y | +322.1% | +231.3% | +90.8% | +149.2% |
| All | +322.1% | +221.2% | +100.9% | +149.2% |
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