+774.4%
IVV vs CB
+2,189.1%
-1,414.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.9% |
| 7D | -0.7% | +5.3% | -6.0% | -2.6% |
| 30D | -1.0% | +13.2% | -14.3% | -5.6% |
| 3M | -0.3% | +7.8% | -8.1% | -3.2% |
| 6M | +7.4% | +15.8% | -8.4% | +0.9% |
| YTD | +13.4% | +21.0% | -7.6% | +4.4% |
| 1Y | +14.8% | +32.2% | -17.4% | +2.2% |
| 3Y | +83.3% | +76.7% | +6.7% | +44.1% |
| 5Y | +76.1% | +110.4% | -34.2% | +28.3% |
| 10Y | +333.3% | +261.0% | +72.3% | +149.2% |
| All | +774.4% | +2,189.1% | -1,414.7% | +158.1% |
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