+767.3%
IVV vs CGNX
+510.0%
+257.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | -1.4% | -3.7% | +2.4% | -0.7% |
| 3M | +3.7% | +1.0% | +2.7% | +2.7% |
| 6M | +13.0% | +22.1% | -9.0% | +6.5% |
| YTD | +12.4% | +72.7% | -60.2% | -4.6% |
| 1Y | +18.6% | +40.4% | -21.8% | +5.0% |
| 3Y | +78.1% | +45.2% | +32.8% | +50.8% |
| 5Y | +82.3% | -26.7% | +108.9% | +78.1% |
| 10Y | +322.1% | +178.5% | +143.6% | +184.7% |
| All | +767.3% | +510.0% | +257.3% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling