+309.6%
IVV vs CHD
+181.4%
+128.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -3.3% | +13.5% | -16.8% | -6.3% |
| 3M | -2.4% | +8.1% | -10.5% | -4.3% |
| 6M | +2.6% | +19.9% | -17.3% | -2.2% |
| YTD | +11.3% | +34.0% | -22.7% | +2.8% |
| 1Y | +13.4% | +29.8% | -16.4% | +5.6% |
| 3Y | +80.3% | +28.7% | +51.6% | +65.0% |
| 5Y | +72.7% | +31.8% | +40.9% | +54.0% |
| 10Y | +309.6% | +178.2% | +131.5% | +204.9% |
| All | +309.6% | +181.4% | +128.3% | +204.9% |
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