+82.2%
IVV vs GM
+84.0%
-1.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -1.0% | -1.8% | +0.9% | -0.6% |
| 3M | +3.9% | +2.6% | +1.2% | +2.9% |
| 6M | +14.5% | +14.6% | -0.1% | +9.9% |
| YTD | +12.9% | +6.2% | +6.7% | +10.2% |
| 1Y | +19.4% | +48.7% | -29.3% | +5.9% |
| 3Y | +78.8% | +168.3% | -89.5% | +28.6% |
| 5Y | +82.2% | +82.8% | -0.6% | +38.0% |
| All | +82.2% | +84.0% | -1.8% | +38.0% |
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