+78.4%
IVV vs CSGP
-61.9%
+140.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +0.1% | -4.1% | +4.2% | +0.7% |
| 30D | +0.1% | +2.3% | -2.2% | -0.4% |
| 3M | +2.0% | -8.2% | +10.2% | +3.0% |
| 6M | +13.0% | -35.1% | +48.1% | +21.3% |
| YTD | +13.6% | -54.0% | +67.6% | +29.9% |
| 1Y | +20.1% | -65.3% | +85.4% | +46.6% |
| All | +78.4% | -61.9% | +140.3% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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