+73.1%
IVV vs CAG
-41.0%
+114.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +2.6% | -3.3% | +5.9% | +2.8% |
| 30D | -2.0% | +7.7% | -9.7% | -2.7% |
| 3M | -2.8% | -3.2% | +0.4% | -2.6% |
| 6M | +2.2% | +7.0% | -4.8% | +1.3% |
| YTD | +11.5% | -9.0% | +20.5% | +12.2% |
| 1Y | +13.5% | -9.6% | +23.1% | +14.2% |
| 3Y | +78.1% | -36.0% | +114.1% | +85.3% |
| All | +73.1% | -41.0% | +114.1% | +84.3% |
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