+313.4%
IVV vs CI
+149.2%
+164.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -2.3% | +6.4% | -8.7% | -4.1% |
| 3M | -1.2% | +10.7% | -11.8% | -4.1% |
| 6M | +3.3% | +5.5% | -2.2% | +1.1% |
| YTD | +12.3% | +11.4% | +0.9% | +7.9% |
| 1Y | +12.5% | +15.0% | -2.5% | +7.0% |
| 3Y | +79.2% | +9.0% | +70.2% | +66.0% |
| 5Y | +75.6% | +52.0% | +23.7% | +41.4% |
| 10Y | +313.4% | +150.9% | +162.5% | +183.7% |
| All | +313.4% | +149.2% | +164.2% | +183.7% |
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