+766.0%
IVV vs CMG
+3,871.1%
-3,105.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +1.5% |
| 7D | +0.1% | +8.6% | -8.5% | -1.8% |
| 30D | -3.3% | +13.1% | -16.5% | -6.2% |
| 3M | -2.4% | +9.0% | -11.4% | -4.8% |
| 6M | +2.6% | +10.0% | -7.4% | -1.1% |
| YTD | +11.3% | -3.4% | +14.7% | +10.1% |
| 1Y | +13.4% | +16.8% | -3.4% | +7.1% |
| 3Y | +80.3% | -14.7% | +95.0% | +79.1% |
| 5Y | +72.7% | -1.5% | +74.3% | +63.0% |
| 10Y | +309.6% | +383.6% | -74.0% | +159.5% |
| All | +766.0% | +3,871.1% | -3,105.1% | +207.6% |
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 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