+3,663.5%
PANW vs IVV
+619.3%
+3,044.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -10.3% | +0.1% | -10.4% | -10.5% |
| 30D | -8.1% | +0.1% | -8.2% | -8.1% |
| 3M | +19.3% | +2.0% | +17.3% | +17.3% |
| 6M | +110.2% | +13.0% | +97.1% | +85.0% |
| YTD | +80.9% | +13.6% | +67.3% | +58.4% |
| 1Y | +73.3% | +20.1% | +53.2% | +43.2% |
| 3Y | +174.6% | +77.6% | +97.0% | +51.6% |
| 5Y | +327.1% | +82.5% | +244.6% | +132.1% |
| 10Y | +1,277.3% | +316.5% | +960.8% | +204.8% |
| All | +3,663.5% | +619.3% | +3,044.2% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling