+735.8%
IVV vs GS
+1,402.2%
-666.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -1.9% |
| 7D | -4.8% | -6.3% | +1.6% | -2.3% |
| 30D | -5.9% | -3.1% | -2.8% | -4.8% |
| 3M | -4.5% | -17.7% | +13.1% | +2.7% |
| 6M | +1.8% | -4.6% | +6.4% | +2.7% |
| YTD | +8.4% | +0.3% | +8.1% | +6.5% |
| 1Y | +9.4% | +11.7% | -2.3% | +2.9% |
| 3Y | +75.3% | +183.6% | -108.3% | +12.3% |
| 5Y | +67.8% | +141.0% | -73.2% | +13.3% |
| 10Y | +314.2% | +507.4% | -193.3% | +86.8% |
| All | +735.8% | +1,402.2% | -666.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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