+79.4%
IVV vs GNRC
+89.5%
-10.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.4% | +0.3% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | -2.3% | -11.2% | +8.8% | -0.9% |
| 3M | -1.2% | -10.1% | +9.0% | -0.2% |
| 6M | +3.3% | -28.5% | +31.8% | +7.5% |
| YTD | +12.3% | +42.3% | -29.9% | +2.2% |
| 1Y | +12.5% | +22.8% | -10.3% | +5.1% |
| All | +79.4% | +89.5% | -10.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling