+12.1%
IVV vs CG
-26.5%
+38.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.5% |
| 7D | +3.3% | -1.5% | +4.8% | +3.6% |
| 30D | -2.7% | +5.7% | -8.3% | -3.6% |
| 3M | -1.7% | -17.9% | +16.2% | +1.9% |
| 6M | +3.2% | -20.2% | +23.4% | +7.5% |
| YTD | +12.0% | -32.0% | +44.0% | +19.6% |
| 1Y | +12.1% | -27.0% | +39.1% | +17.0% |
| All | +12.1% | -26.5% | +38.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling