+776.1%
IVV vs CDE
-22.7%
+798.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.1% | +21.9% | -21.8% | -1.5% |
| 3M | +2.0% | +14.9% | -12.9% | +0.6% |
| 6M | +13.0% | -10.5% | +23.6% | +13.0% |
| YTD | +13.6% | +19.3% | -5.7% | +10.9% |
| 1Y | +20.1% | +50.8% | -30.7% | +14.7% |
| 3Y | +77.6% | +782.3% | -704.7% | +46.2% |
| 5Y | +82.5% | +191.7% | -109.2% | +57.6% |
| 10Y | +316.5% | +57.6% | +258.9% | +248.0% |
| All | +776.1% | -22.7% | +798.8% | +592.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling