+83.1%
IVV vs CAG
-40.1%
+123.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.4% |
| 30D | +0.1% | +3.1% | -3.1% | -0.3% |
| 3M | +2.0% | +23.5% | -21.5% | -0.2% |
| 6M | +13.0% | -14.8% | +27.9% | +15.1% |
| YTD | +13.6% | -5.4% | +19.0% | +14.0% |
| 1Y | +20.1% | -11.8% | +31.9% | +21.5% |
| 3Y | +77.6% | -36.7% | +114.3% | +86.6% |
| All | +83.1% | -40.1% | +123.1% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling