+650.5%
IVV vs GWRE
+869.7%
-219.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.5% | +3.7% |
| 7D | +0.1% | -21.1% | +21.2% | +4.5% |
| 30D | +0.1% | +1.3% | -1.2% | -1.1% |
| 3M | +2.0% | +7.4% | -5.4% | -1.4% |
| 6M | +13.0% | +5.6% | +7.4% | +8.2% |
| YTD | +13.6% | -19.2% | +32.8% | +15.1% |
| 1Y | +20.1% | -25.1% | +45.2% | +22.9% |
| 3Y | +77.6% | +87.7% | -10.1% | +40.6% |
| 5Y | +82.5% | +32.0% | +50.4% | +53.7% |
| 10Y | +316.5% | +157.8% | +158.8% | +198.8% |
| All | +650.5% | +869.7% | -219.2% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling