+840.8%
IVV vs GNRC
+2,127.0%
-1,286.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.6% | +7.9% | -5.3% | +0.9% |
| 30D | -2.0% | -3.7% | +1.7% | -1.6% |
| 3M | -2.8% | -11.9% | +9.2% | -1.2% |
| 6M | +2.2% | -28.6% | +30.8% | +7.3% |
| YTD | +11.5% | +39.9% | -28.4% | +0.6% |
| 1Y | +13.5% | +23.4% | -9.9% | +4.8% |
| 3Y | +78.1% | +84.2% | -6.2% | +46.5% |
| 5Y | +73.1% | -57.3% | +130.4% | +82.8% |
| 10Y | +310.4% | +376.8% | -66.4% | +145.5% |
| All | +840.8% | +2,127.0% | -1,286.3% | +282.5% |
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