+68.2%
IVV vs CAG
-39.4%
+107.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | -2.7% | +5.8% | -8.5% | -3.1% |
| 30D | -5.4% | +16.4% | -21.7% | -6.6% |
| 3M | -4.1% | +3.8% | -7.9% | -4.4% |
| 6M | +0.7% | +10.8% | -10.1% | -0.4% |
| YTD | +8.7% | -5.8% | +14.6% | +9.1% |
| 1Y | +11.0% | -2.4% | +13.4% | +10.7% |
| 3Y | +75.4% | -33.4% | +108.9% | +81.9% |
| All | +68.2% | -39.4% | +107.6% | +78.7% |
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