+67.8%
IVV vs CF
+125.5%
-57.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -4.8% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -5.9% | +2.2% | -8.1% | -6.1% |
| 3M | -4.5% | +2.1% | -6.6% | -4.8% |
| 6M | +1.8% | -6.5% | +8.4% | +2.0% |
| YTD | +8.4% | +55.6% | -47.2% | +1.5% |
| 1Y | +9.4% | +42.3% | -32.9% | +3.6% |
| 3Y | +75.3% | +55.7% | +19.5% | +61.7% |
| 5Y | +67.8% | +122.4% | -54.7% | +42.2% |
| All | +67.8% | +125.5% | -57.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling