+75.4%
IVV vs CEG
+114.1%
-38.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.2% |
| 7D | -2.7% | -4.7% | +2.0% | -2.2% |
| 30D | -5.4% | -16.6% | +11.2% | -3.4% |
| 3M | -4.1% | -4.1% | +0.1% | -3.9% |
| 6M | +0.7% | -22.3% | +23.1% | +3.2% |
| YTD | +8.7% | -28.9% | +37.7% | +12.0% |
| 1Y | +11.0% | -28.5% | +39.4% | +14.1% |
| 3Y | +75.4% | +104.3% | -28.9% | +56.2% |
| All | +75.4% | +114.1% | -38.7% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling