+760.2%
IVV vs CDE
-49.1%
+809.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +2.6% | -9.6% | +12.2% | +3.3% |
| 30D | -2.0% | -6.7% | +4.7% | -1.6% |
| 3M | -2.8% | -24.2% | +21.5% | -1.2% |
| 6M | +2.2% | -29.1% | +31.3% | +3.9% |
| YTD | +11.5% | -21.5% | +33.0% | +11.8% |
| 1Y | +13.5% | -7.4% | +20.9% | +12.4% |
| 3Y | +78.1% | +596.3% | -518.2% | +49.2% |
| 5Y | +73.1% | +95.7% | -22.6% | +53.6% |
| 10Y | +310.4% | +53.0% | +257.5% | +244.9% |
| All | +760.2% | -49.1% | +809.3% | +598.4% |
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