+313.4%
IVV vs CG
+299.0%
+14.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -0.9% | -3.8% | +2.9% | +0.3% |
| 30D | -2.3% | +7.5% | -9.9% | -4.8% |
| 3M | -1.2% | -14.4% | +13.2% | +3.4% |
| 6M | +3.3% | -15.7% | +19.0% | +8.1% |
| YTD | +12.3% | -29.0% | +41.3% | +23.2% |
| 1Y | +12.5% | -22.1% | +34.6% | +19.4% |
| 3Y | +79.2% | +49.1% | +30.0% | +45.2% |
| 5Y | +75.6% | -18.4% | +94.0% | +68.8% |
| 10Y | +313.4% | +295.1% | +18.3% | +147.2% |
| All | +313.4% | +299.0% | +14.4% | +147.2% |
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