+858.2%
IVV vs GNRC
+2,087.1%
-1,228.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +0.1% | -13.8% | +13.9% | +2.9% |
| 3M | +2.0% | -32.6% | +34.6% | +9.6% |
| 6M | +13.0% | -15.2% | +28.2% | +15.0% |
| YTD | +13.6% | +37.4% | -23.8% | +3.7% |
| 1Y | +20.1% | +5.1% | +14.9% | +15.2% |
| 3Y | +77.6% | +57.5% | +20.1% | +51.8% |
| 5Y | +82.5% | -58.7% | +141.2% | +95.2% |
| 10Y | +316.5% | +395.5% | -79.0% | +149.4% |
| All | +858.2% | +2,087.1% | -1,228.9% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling