+310.3%
IVV vs CDE
+57.8%
+252.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +2.6% | -9.6% | +12.2% | +3.5% |
| 30D | -2.0% | -6.7% | +4.7% | -1.5% |
| 3M | -2.8% | -24.2% | +21.5% | -0.7% |
| 6M | +2.2% | -29.1% | +31.3% | +4.4% |
| YTD | +11.5% | -21.5% | +33.0% | +11.8% |
| 1Y | +13.5% | -7.4% | +20.9% | +12.0% |
| 3Y | +78.1% | +596.3% | -518.2% | +41.1% |
| 5Y | +73.1% | +95.7% | -22.6% | +47.6% |
| All | +310.3% | +57.8% | +252.5% | +214.5% |
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