+317.1%
IVV vs CDE
+61.6%
+255.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.7% |
| 7D | -0.8% | -3.1% | +2.3% | -0.5% |
| 30D | -1.1% | +9.5% | -10.5% | -2.0% |
| 3M | +3.9% | +25.5% | -21.6% | +1.3% |
| 6M | +13.6% | -7.9% | +21.5% | +13.3% |
| YTD | +12.7% | +15.6% | -2.8% | +9.5% |
| 1Y | +17.6% | +34.0% | -16.5% | +11.9% |
| 3Y | +77.3% | +791.9% | -714.6% | +37.4% |
| 5Y | +84.1% | +197.7% | -113.6% | +51.5% |
| All | +317.1% | +61.6% | +255.5% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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