+774.4%
IVV vs GS
+1,504.3%
-729.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -1.9% | +0.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.0% | +3.9% | -4.9% | -2.5% |
| 3M | -0.3% | -11.4% | +11.1% | +4.2% |
| 6M | +7.4% | +3.7% | +3.7% | +4.8% |
| YTD | +13.4% | +7.1% | +6.3% | +8.6% |
| 1Y | +14.8% | +19.7% | -4.9% | +5.1% |
| 3Y | +83.3% | +202.8% | -119.5% | +14.5% |
| 5Y | +76.1% | +156.7% | -80.6% | +16.0% |
| 10Y | +333.3% | +548.7% | -215.5% | +90.5% |
| All | +774.4% | +1,504.3% | -729.9% | +119.4% |
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