+776.1%
IVV vs CB
+1,983.5%
-1,207.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +0.1% | -3.1% | +3.2% | +1.2% |
| 3M | +2.0% | +9.0% | -7.0% | -1.8% |
| 6M | +13.0% | +2.9% | +10.2% | +11.1% |
| YTD | +13.6% | +10.1% | +3.5% | +8.5% |
| 1Y | +20.1% | +22.8% | -2.7% | +9.8% |
| 3Y | +77.6% | +73.8% | +3.8% | +40.3% |
| 5Y | +82.5% | +99.2% | -16.7% | +35.7% |
| 10Y | +316.5% | +218.2% | +98.3% | +151.2% |
| All | +776.1% | +1,983.5% | -1,207.3% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling