+77.4%
IVV vs CEG
+632.0%
-554.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.1% |
| 7D | -0.6% | +1.7% | -2.3% | -1.0% |
| 30D | -3.7% | -10.2% | +6.5% | -2.3% |
| 3M | -2.7% | -0.8% | -1.9% | -3.1% |
| 6M | +2.2% | -11.5% | +13.8% | +3.3% |
| YTD | +10.9% | -23.9% | +34.8% | +13.8% |
| 1Y | +11.3% | -25.4% | +36.7% | +14.4% |
| 3Y | +76.9% | +124.2% | -47.3% | +39.5% |
| All | +77.4% | +632.0% | -554.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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