+317.1%
IVV vs CGNX
+193.6%
+123.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.2% |
| 7D | -0.8% | +3.2% | -3.9% | -1.6% |
| 30D | -1.1% | +6.0% | -7.1% | -2.8% |
| 3M | +3.9% | +3.5% | +0.4% | +2.1% |
| 6M | +13.6% | +26.3% | -12.7% | +5.5% |
| YTD | +12.7% | +79.2% | -66.5% | -7.1% |
| 1Y | +17.6% | +43.8% | -26.2% | +2.2% |
| 3Y | +77.3% | +52.0% | +25.4% | +44.5% |
| 5Y | +84.1% | -24.0% | +108.2% | +79.8% |
| All | +317.1% | +193.6% | +123.5% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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