+309.6%
IVV vs CL
+76.2%
+233.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.9% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | -3.3% | +11.6% | -14.9% | -7.1% |
| 3M | -2.4% | +5.6% | -8.0% | -4.5% |
| 6M | +2.6% | +13.2% | -10.5% | -2.5% |
| YTD | +11.3% | +26.9% | -15.6% | +0.6% |
| 1Y | +13.4% | +27.3% | -13.9% | +2.2% |
| 3Y | +80.3% | +39.7% | +40.6% | +51.0% |
| 5Y | +72.7% | +41.3% | +31.4% | +42.2% |
| 10Y | +309.6% | +76.3% | +233.4% | +202.6% |
| All | +309.6% | +76.2% | +233.4% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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