+75.6%
IVV vs GNRC
-56.2%
+131.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.4% | +0.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | -2.3% | -11.2% | +8.8% | -0.7% |
| 3M | -1.2% | -10.1% | +9.0% | -0.2% |
| 6M | +3.3% | -28.5% | +31.8% | +7.8% |
| YTD | +12.3% | +42.3% | -29.9% | +2.3% |
| 1Y | +12.5% | +22.8% | -10.3% | +5.0% |
| 3Y | +79.2% | +87.3% | -8.2% | +50.0% |
| 5Y | +75.6% | -56.9% | +132.5% | +75.8% |
| All | +75.6% | -56.2% | +131.9% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling