+306.5%
IVV vs CB
+248.0%
+58.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -5.4% | +9.1% | -14.4% | -8.7% |
| 3M | -4.1% | +3.4% | -7.5% | -5.5% |
| 6M | +0.7% | +14.1% | -13.4% | -5.3% |
| YTD | +8.7% | +18.0% | -9.3% | +0.4% |
| 1Y | +11.0% | +30.1% | -19.2% | -1.8% |
| 3Y | +75.4% | +71.8% | +3.7% | +34.4% |
| 5Y | +68.3% | +101.8% | -33.5% | +18.1% |
| All | +306.5% | +248.0% | +58.5% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling