+82.2%
IVV vs CMG
-3.5%
+85.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | -1.0% | +12.7% | -13.7% | -3.9% |
| 3M | +3.9% | +26.3% | -22.4% | -3.2% |
| 6M | +14.5% | +4.5% | +10.0% | +11.9% |
| YTD | +12.9% | -0.1% | +13.0% | +11.4% |
| 1Y | +19.4% | -6.8% | +26.1% | +19.0% |
| 3Y | +78.8% | -5.0% | +83.8% | +68.3% |
| 5Y | +82.2% | -3.0% | +85.2% | +63.6% |
| All | +82.2% | -3.5% | +85.6% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling