+72.7%
IVV vs CI
+49.2%
+23.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.3% | +4.7% | -8.0% | -4.0% |
| 3M | -2.4% | +5.2% | -7.6% | -3.2% |
| 6M | +2.6% | +3.8% | -1.2% | +1.8% |
| YTD | +11.3% | +9.2% | +2.1% | +9.3% |
| 1Y | +13.4% | +14.3% | -0.8% | +10.6% |
| 3Y | +80.3% | +8.4% | +71.8% | +72.5% |
| 5Y | +72.7% | +50.0% | +22.7% | +42.7% |
| All | +72.7% | +49.2% | +23.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling