+68.2%
IVV vs GRMN
+122.2%
-54.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -4.0% |
| 30D | -5.4% | +3.4% | -8.8% | -6.5% |
| 3M | -4.1% | -5.0% | +1.0% | -2.9% |
| 6M | +0.7% | +18.6% | -17.9% | -5.4% |
| YTD | +8.7% | +42.5% | -33.8% | -4.3% |
| 1Y | +11.0% | +42.3% | -31.3% | -2.4% |
| 3Y | +75.4% | +158.5% | -83.0% | +14.5% |
| All | +68.2% | +122.2% | -54.1% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling