+309.6%
IVV vs CG
+320.1%
-10.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.2% | +0.2% |
| 7D | +0.1% | +3.0% | -3.0% | -0.9% |
| 30D | -3.3% | +10.1% | -13.4% | -6.5% |
| 3M | -2.4% | -10.8% | +8.5% | +0.8% |
| 6M | +2.6% | -15.2% | +17.8% | +7.2% |
| YTD | +11.3% | -26.9% | +38.2% | +20.9% |
| 1Y | +13.4% | -17.0% | +30.5% | +17.9% |
| 3Y | +80.3% | +54.6% | +25.6% | +44.4% |
| 5Y | +72.7% | -16.7% | +89.5% | +64.9% |
| 10Y | +309.6% | +320.1% | -10.5% | +142.7% |
| All | +309.6% | +320.1% | -10.5% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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