+750.9%
IVV vs GM
+238.5%
+512.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +0.1% | -1.4% | +1.4% | +0.4% |
| 3M | +2.0% | +5.9% | -3.9% | -0.1% |
| 6M | +13.0% | +12.4% | +0.7% | +8.4% |
| YTD | +13.6% | +8.6% | +5.0% | +9.7% |
| 1Y | +20.1% | +52.6% | -32.5% | +3.9% |
| 3Y | +77.6% | +169.7% | -92.0% | +24.3% |
| 5Y | +82.5% | +87.5% | -5.1% | +38.5% |
| 10Y | +316.5% | +233.0% | +83.6% | +136.9% |
| All | +750.9% | +238.5% | +512.4% | +343.3% |
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