+312.0%
IVV vs CMG
+341.2%
-29.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.6% |
| 7D | +3.3% | -0.6% | +4.0% | +3.5% |
| 30D | -2.7% | +15.9% | -18.5% | -6.1% |
| 3M | -1.7% | +7.8% | -9.5% | -3.9% |
| 6M | +3.2% | +7.7% | -4.5% | -0.2% |
| YTD | +12.0% | -4.9% | +16.9% | +11.3% |
| 1Y | +12.1% | +12.3% | -0.2% | +6.7% |
| 3Y | +78.6% | -17.1% | +95.7% | +78.2% |
| 5Y | +73.8% | -5.6% | +79.4% | +63.4% |
| All | +312.0% | +341.2% | -29.2% | +188.8% |
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