+76.1%
IVV vs CSGP
-61.6%
+137.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.8% |
| 7D | -0.7% | +18.3% | -19.0% | -4.1% |
| 30D | -1.0% | +17.8% | -18.8% | -5.1% |
| 3M | -0.3% | +9.3% | -9.6% | -3.2% |
| 6M | +7.4% | -7.9% | +15.3% | +7.8% |
| YTD | +13.4% | -51.5% | +64.9% | +33.5% |
| 1Y | +14.8% | -53.3% | +68.1% | +36.4% |
| 3Y | +83.3% | -57.9% | +141.2% | +118.2% |
| 5Y | +76.1% | -61.3% | +137.4% | +114.0% |
| All | +76.1% | -61.6% | +137.7% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling