+75.4%
IVV vs GRMN
+160.2%
-84.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -3.6% |
| 30D | -5.4% | +3.4% | -8.8% | -6.1% |
| 3M | -4.1% | -5.0% | +1.0% | -3.3% |
| 6M | +0.7% | +18.6% | -17.9% | -3.3% |
| YTD | +8.7% | +42.5% | -33.8% | -0.1% |
| 1Y | +11.0% | +42.3% | -31.3% | +1.9% |
| 3Y | +75.4% | +158.5% | -83.0% | +42.9% |
| All | +75.4% | +160.2% | -84.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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