+310.3%
IVV vs CHD
+196.1%
+114.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.6% | +3.6% | -1.1% | +1.7% |
| 30D | -2.0% | +10.4% | -12.4% | -4.4% |
| 3M | -2.8% | +12.2% | -14.9% | -5.5% |
| 6M | +2.2% | +19.9% | -17.8% | -2.6% |
| YTD | +11.5% | +36.4% | -24.9% | +2.5% |
| 1Y | +13.5% | +35.1% | -21.6% | +4.5% |
| 3Y | +78.1% | +29.2% | +48.9% | +62.9% |
| 5Y | +73.1% | +33.4% | +39.7% | +53.9% |
| All | +310.3% | +196.1% | +114.3% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling