+306.5%
IVV vs CL
+74.1%
+232.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -5.4% | +11.4% | -16.7% | -9.0% |
| 3M | -4.1% | +4.4% | -8.5% | -5.8% |
| 6M | +0.7% | +10.8% | -10.1% | -3.6% |
| YTD | +8.7% | +25.1% | -16.4% | -1.2% |
| 1Y | +11.0% | +28.0% | -17.0% | -0.3% |
| 3Y | +75.4% | +37.6% | +37.8% | +47.8% |
| 5Y | +68.3% | +39.7% | +28.6% | +39.1% |
| All | +306.5% | +74.1% | +232.5% | +200.8% |
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