+309.6%
IVV vs CAG
-38.3%
+347.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +0.1% | +4.6% | -4.5% | -0.6% |
| 30D | -3.3% | +14.7% | -18.0% | -5.4% |
| 3M | -2.4% | +2.4% | -4.7% | -3.0% |
| 6M | +2.6% | +10.7% | -8.1% | +0.4% |
| YTD | +11.3% | -5.5% | +16.8% | +11.4% |
| 1Y | +13.4% | -4.6% | +18.0% | +13.3% |
| 3Y | +80.3% | -34.4% | +114.7% | +90.5% |
| 5Y | +72.7% | -39.2% | +111.9% | +84.3% |
| 10Y | +309.6% | -39.0% | +348.6% | +322.0% |
| All | +309.6% | -38.3% | +347.9% | +322.0% |
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