+735.8%
IVV vs CI
+1,165.3%
-429.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | -4.8% | +1.0% | -5.8% | -5.0% |
| 30D | -5.9% | +9.9% | -15.8% | -8.3% |
| 3M | -4.5% | +12.1% | -16.6% | -7.5% |
| 6M | +1.8% | +10.6% | -8.8% | -1.4% |
| YTD | +8.4% | +11.4% | -3.0% | +4.4% |
| 1Y | +9.4% | +18.8% | -9.4% | +3.5% |
| 3Y | +75.3% | +2.9% | +72.4% | +66.8% |
| 5Y | +67.8% | +54.5% | +13.3% | +41.3% |
| 10Y | +314.2% | +175.7% | +138.4% | +189.2% |
| All | +735.8% | +1,165.3% | -429.4% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling