+309.6%
IVV vs CI
+158.0%
+151.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.3% | +4.7% | -8.0% | -4.6% |
| 3M | -2.4% | +5.2% | -7.6% | -4.0% |
| 6M | +2.6% | +3.8% | -1.2% | +0.9% |
| YTD | +11.3% | +9.2% | +2.1% | +7.4% |
| 1Y | +13.4% | +14.3% | -0.8% | +8.0% |
| 3Y | +80.3% | +8.4% | +71.8% | +67.1% |
| 5Y | +72.7% | +50.0% | +22.7% | +39.5% |
| 10Y | +309.6% | +142.2% | +167.5% | +182.9% |
| All | +309.6% | +158.0% | +151.6% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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