+776.1%
IVV vs CHD
+4,384.6%
-3,608.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | +0.1% | -4.6% | +4.7% | +1.5% |
| 3M | +2.0% | +5.0% | -3.0% | +0.1% |
| 6M | +13.0% | -3.2% | +16.3% | +13.6% |
| YTD | +13.6% | +18.6% | -5.0% | +6.9% |
| 1Y | +20.1% | +4.8% | +15.3% | +17.1% |
| 3Y | +77.6% | +6.1% | +71.5% | +69.8% |
| 5Y | +82.5% | +24.0% | +58.5% | +63.4% |
| 10Y | +316.5% | +124.5% | +192.1% | +196.6% |
| All | +776.1% | +4,384.6% | -3,608.5% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling