+733.6%
IVV vs GM
+245.8%
+487.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -3.3% | +8.4% | -11.7% | -5.8% |
| 3M | -2.4% | +2.6% | -5.0% | -3.7% |
| 6M | +2.6% | +14.3% | -11.6% | -2.4% |
| YTD | +11.3% | +11.0% | +0.3% | +6.3% |
| 1Y | +13.4% | +27.8% | -14.4% | +3.7% |
| 3Y | +80.3% | +246.7% | -166.4% | +16.2% |
| 5Y | +72.7% | +59.6% | +13.2% | +37.8% |
| 10Y | +309.6% | +249.1% | +60.5% | +128.6% |
| All | +733.6% | +245.8% | +487.8% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling