+75.4%
IVV vs CG
+47.3%
+28.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -5.4% | +5.0% | -10.4% | -6.6% |
| 3M | -4.1% | -18.2% | +14.1% | +0.7% |
| 6M | +0.7% | -20.7% | +21.4% | +6.3% |
| YTD | +8.7% | -31.4% | +40.2% | +18.5% |
| 1Y | +11.0% | -22.3% | +33.2% | +16.5% |
| 3Y | +75.4% | +50.2% | +25.3% | +55.4% |
| All | +75.4% | +47.3% | +28.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling