+645.9%
IVV vs GWRE
+793.8%
-147.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | +1.0% |
| 7D | +0.5% | -25.6% | +26.1% | +6.1% |
| 30D | -1.0% | -12.2% | +11.2% | +0.8% |
| 3M | +3.9% | +17.7% | -13.9% | -1.6% |
| 6M | +14.5% | -11.3% | +25.8% | +14.0% |
| YTD | +12.9% | -25.5% | +38.4% | +16.3% |
| 1Y | +19.4% | -42.8% | +62.2% | +30.6% |
| 3Y | +78.8% | +59.0% | +19.8% | +47.2% |
| 5Y | +82.2% | +21.6% | +60.6% | +56.0% |
| 10Y | +313.7% | +139.2% | +174.5% | +201.2% |
| All | +645.9% | +793.8% | -147.9% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GWRE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling