+78.8%
IVV vs CDE
+819.3%
-740.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | -1.0% | +18.8% | -19.8% | -2.6% |
| 3M | +3.9% | +23.5% | -19.6% | +1.5% |
| 6M | +14.5% | -8.6% | +23.1% | +14.1% |
| YTD | +12.9% | +16.0% | -3.1% | +9.7% |
| 1Y | +19.4% | +42.1% | -22.7% | +13.2% |
| 3Y | +78.8% | +835.9% | -757.1% | +42.3% |
| All | +78.8% | +819.3% | -740.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling