+78.1%
IVV vs CEG
+135.3%
-57.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +2.6% | +12.1% | -9.5% | +1.1% |
| 30D | -2.0% | +0.2% | -2.2% | -2.2% |
| 3M | -2.8% | +0.7% | -3.5% | -3.2% |
| 6M | +2.2% | +2.2% | -0.1% | +1.2% |
| YTD | +11.5% | -20.3% | +31.9% | +13.3% |
| 1Y | +13.5% | -16.1% | +29.6% | +14.3% |
| 3Y | +78.1% | +134.7% | -56.6% | +55.0% |
| All | +78.1% | +135.3% | -57.2% | +55.0% |
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