+72.7%
IVV vs GM
+56.4%
+16.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -3.3% | +8.4% | -11.7% | -5.5% |
| 3M | -2.4% | +2.6% | -5.0% | -3.4% |
| 6M | +2.6% | +14.3% | -11.6% | -1.7% |
| YTD | +11.3% | +11.0% | +0.3% | +7.0% |
| 1Y | +13.4% | +27.8% | -14.4% | +4.9% |
| 3Y | +80.3% | +246.7% | -166.4% | +18.4% |
| 5Y | +72.7% | +59.6% | +13.2% | +36.1% |
| All | +72.7% | +56.4% | +16.3% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling