+67.8%
IVV vs CI
+54.1%
+13.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.2% |
| 7D | -4.8% | +1.0% | -5.8% | -4.9% |
| 30D | -5.9% | +9.9% | -15.8% | -7.1% |
| 3M | -4.5% | +12.1% | -16.6% | -6.1% |
| 6M | +1.8% | +10.6% | -8.8% | +0.1% |
| YTD | +8.4% | +11.4% | -3.0% | +6.2% |
| 1Y | +9.4% | +18.8% | -9.4% | +6.1% |
| 3Y | +75.3% | +2.9% | +72.4% | +71.1% |
| 5Y | +67.8% | +54.5% | +13.3% | +38.0% |
| All | +67.8% | +54.1% | +13.6% | +38.0% |
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