+76.9%
IVV vs CG
+51.3%
+25.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | 0.0% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | -3.7% | +8.5% | -12.2% | -5.8% |
| 3M | -2.7% | -12.1% | +9.4% | +0.2% |
| 6M | +2.2% | -16.4% | +18.7% | +6.4% |
| YTD | +10.9% | -28.0% | +38.9% | +19.3% |
| 1Y | +11.3% | -18.9% | +30.2% | +15.6% |
| 3Y | +76.9% | +51.2% | +25.6% | +55.9% |
| All | +76.9% | +51.3% | +25.6% | +55.9% |
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