+313.3%
IVV vs CFG
+216.8%
+96.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -2.3% | +3.1% | -5.5% | -3.3% |
| 3M | -1.2% | -9.7% | +8.6% | +1.8% |
| 6M | +3.3% | +6.7% | -3.4% | +0.9% |
| YTD | +12.3% | +15.2% | -2.8% | +6.8% |
| 1Y | +12.5% | +28.8% | -16.3% | +3.3% |
| 3Y | +79.2% | +190.1% | -110.9% | +25.5% |
| 5Y | +75.6% | +63.4% | +12.3% | +43.0% |
| All | +313.3% | +216.8% | +96.5% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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