+67.8%
IVV vs CB
+107.2%
-39.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -4.8% | +2.6% | -7.3% | -5.4% |
| 30D | -5.9% | +11.2% | -17.1% | -8.6% |
| 3M | -4.5% | +5.7% | -10.3% | -6.0% |
| 6M | +1.8% | +15.9% | -14.1% | -2.8% |
| YTD | +8.4% | +20.2% | -11.8% | +1.9% |
| 1Y | +9.4% | +32.4% | -23.0% | -0.7% |
| 3Y | +75.3% | +75.5% | -0.2% | +39.1% |
| 5Y | +67.8% | +105.5% | -37.7% | +21.9% |
| All | +67.8% | +107.2% | -39.4% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling