+74.8%
IVV vs CSGP
-58.5%
+133.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | -4.8% | +13.9% | -18.7% | -6.1% |
| 30D | -5.9% | +16.0% | -21.9% | -7.9% |
| 3M | -4.5% | +6.1% | -10.6% | -5.7% |
| 6M | +1.8% | -8.2% | +10.0% | +2.5% |
| YTD | +8.4% | -52.3% | +60.7% | +22.6% |
| 1Y | +9.4% | -54.5% | +63.9% | +25.0% |
| All | +74.8% | -58.5% | +133.3% | +98.2% |
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