+76.9%
IVV vs GWRE
+51.5%
+25.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.1% |
| 7D | -0.4% | -26.2% | +25.9% | +2.3% |
| 30D | -1.4% | -17.8% | +16.4% | +0.1% |
| 3M | +3.7% | +14.2% | -10.5% | +1.1% |
| 6M | +13.0% | -12.9% | +25.9% | +13.6% |
| YTD | +12.4% | -29.2% | +41.7% | +16.6% |
| 1Y | +18.6% | -44.4% | +63.0% | +28.0% |
| All | +76.9% | +51.5% | +25.4% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling