+82.3%
IVV vs GWRE
+15.9%
+66.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.4% |
| 7D | -0.4% | -26.2% | +25.9% | +4.3% |
| 30D | -1.4% | -17.8% | +16.4% | +1.1% |
| 3M | +3.7% | +14.2% | -10.5% | -0.6% |
| 6M | +13.0% | -12.9% | +25.9% | +13.2% |
| YTD | +12.4% | -29.2% | +41.7% | +17.6% |
| 1Y | +18.6% | -44.4% | +63.0% | +31.3% |
| 3Y | +78.1% | +51.1% | +27.0% | +42.9% |
| 5Y | +82.3% | +16.5% | +65.7% | +56.1% |
| All | +82.3% | +15.9% | +66.3% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling