+74.8%
IVV vs CF
+56.6%
+18.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -4.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.7% |
| 30D | -5.9% | +2.2% | -8.1% | -5.9% |
| 3M | -4.5% | +2.1% | -6.6% | -4.6% |
| 6M | +1.8% | -6.5% | +8.4% | +2.0% |
| YTD | +8.4% | +55.6% | -47.2% | +2.6% |
| 1Y | +9.4% | +42.3% | -32.9% | +4.6% |
| All | +74.8% | +56.6% | +18.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling