+1,142.3%
IVV vs CME
+8,206.4%
-7,064.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -4.8% | +3.7% | -8.4% | -5.8% |
| 30D | -5.9% | +13.7% | -19.6% | -9.7% |
| 3M | -4.5% | +16.6% | -21.1% | -9.2% |
| 6M | +1.8% | +8.2% | -6.3% | -1.5% |
| YTD | +8.4% | +16.3% | -8.0% | +2.1% |
| 1Y | +9.4% | +19.1% | -9.7% | +2.2% |
| 3Y | +75.3% | +67.4% | +7.9% | +45.0% |
| 5Y | +67.8% | +71.0% | -3.2% | +36.8% |
| 10Y | +314.2% | +338.9% | -24.8% | +147.0% |
| All | +1,142.3% | +8,206.4% | -7,064.1% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling