+811.5%
IVV vs CHTR
+334.3%
+477.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +0.1% | -0.8% | +0.8% | -0.2% |
| 3M | +2.0% | +17.8% | -15.8% | -2.8% |
| 6M | +13.0% | -34.5% | +47.5% | +21.5% |
| YTD | +13.6% | -27.2% | +40.8% | +18.3% |
| 1Y | +20.1% | -41.4% | +61.5% | +31.8% |
| 3Y | +77.6% | -64.0% | +141.6% | +113.1% |
| 5Y | +82.5% | -81.3% | +163.7% | +159.3% |
| 10Y | +316.5% | -44.1% | +360.6% | +321.7% |
| All | +811.5% | +334.3% | +477.3% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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