+68.2%
IVV vs CHD
+30.9%
+37.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -2.7% | +2.0% | -4.7% | -2.9% |
| 30D | -5.4% | +13.0% | -18.4% | -6.9% |
| 3M | -4.1% | +6.1% | -10.2% | -4.9% |
| 6M | +0.7% | +15.9% | -15.1% | -1.5% |
| YTD | +8.7% | +31.6% | -22.9% | +4.1% |
| 1Y | +11.0% | +28.5% | -17.5% | +6.6% |
| 3Y | +75.4% | +30.5% | +45.0% | +64.0% |
| All | +68.2% | +30.9% | +37.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling