+68.2%
IVV vs CAH
+507.2%
-439.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | -2.7% | +8.5% | -11.2% | -4.1% |
| 30D | -5.4% | +17.0% | -22.4% | -8.0% |
| 3M | -4.1% | +14.6% | -18.7% | -6.4% |
| 6M | +0.7% | +42.5% | -41.8% | -5.9% |
| YTD | +8.7% | +33.5% | -24.7% | +2.5% |
| 1Y | +11.0% | +38.5% | -27.6% | +3.7% |
| 3Y | +75.4% | +179.0% | -103.6% | +34.8% |
| All | +68.2% | +507.2% | -439.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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