+322.1%
IVV vs CMG
+314.3%
+7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -0.4% | -6.5% | +6.1% | +1.2% |
| 30D | -1.4% | +12.1% | -13.5% | -4.0% |
| 3M | +3.7% | +20.6% | -16.9% | -1.7% |
| 6M | +13.0% | +2.1% | +10.9% | +11.2% |
| YTD | +12.4% | -2.6% | +15.1% | +11.6% |
| 1Y | +18.6% | -8.7% | +27.3% | +18.6% |
| 3Y | +78.1% | -7.4% | +85.5% | +73.5% |
| 5Y | +82.3% | -5.7% | +87.9% | +72.2% |
| 10Y | +322.1% | +322.3% | -0.2% | +201.9% |
| All | +322.1% | +314.3% | +7.8% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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