+774.0%
IVV vs CMG
+3,971.1%
-3,197.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.8% |
| 7D | -0.9% | +4.1% | -5.0% | -1.8% |
| 30D | -2.3% | +20.5% | -22.9% | -6.6% |
| 3M | -1.2% | +14.5% | -15.7% | -4.7% |
| 6M | +3.3% | +14.8% | -11.5% | -1.4% |
| YTD | +12.3% | -1.0% | +13.3% | +10.5% |
| 1Y | +12.5% | +22.9% | -10.4% | +5.0% |
| 3Y | +79.2% | -13.6% | +92.8% | +77.5% |
| 5Y | +75.6% | +0.9% | +74.8% | +64.9% |
| 10Y | +313.4% | +361.4% | -48.0% | +164.8% |
| All | +774.0% | +3,971.1% | -3,197.1% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling