+1,280.2%
PANW vs IVV
+321.5%
+958.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.6% |
| 7D | +2.0% | -2.0% | +4.0% | +4.1% |
| 30D | -11.8% | -1.6% | -10.2% | -10.2% |
| 3M | +28.6% | +4.8% | +23.8% | +23.0% |
| 6M | +104.4% | +12.6% | +91.9% | +81.5% |
| YTD | +83.8% | +11.8% | +72.0% | +64.3% |
| 1Y | +71.5% | +17.6% | +54.0% | +45.8% |
| 3Y | +172.2% | +77.0% | +95.1% | +54.2% |
| 5Y | +332.2% | +82.6% | +249.6% | +140.6% |
| All | +1,280.2% | +321.5% | +958.7% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling