+313.4%
IVV vs CME
+297.2%
+16.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | -2.3% | +13.9% | -16.3% | -6.6% |
| 3M | -1.2% | +22.4% | -23.5% | -7.8% |
| 6M | +3.3% | +12.9% | -9.6% | -1.5% |
| YTD | +12.3% | +19.6% | -7.3% | +4.3% |
| 1Y | +12.5% | +17.7% | -5.1% | +5.0% |
| 3Y | +79.2% | +65.3% | +13.8% | +43.6% |
| 5Y | +75.6% | +75.1% | +0.5% | +35.5% |
| 10Y | +313.4% | +305.8% | +7.6% | +139.0% |
| All | +313.4% | +297.2% | +16.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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