+313.7%
IVV vs CAG
-36.5%
+350.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.5% | -5.3% | +5.8% | +1.3% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | +3.9% | +17.4% | -13.5% | +0.9% |
| 6M | +14.5% | -16.8% | +31.3% | +17.6% |
| YTD | +12.9% | -6.8% | +19.7% | +13.5% |
| 1Y | +19.4% | -15.4% | +34.7% | +21.8% |
| 3Y | +78.8% | -37.1% | +115.9% | +90.6% |
| 5Y | +82.2% | -41.3% | +123.4% | +95.9% |
| 10Y | +313.7% | -35.5% | +349.1% | +321.8% |
| All | +313.7% | -36.5% | +350.2% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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