+76.9%
IVV vs CMI
+149.3%
-72.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | -1.4% | -12.3% | +10.9% | +2.4% |
| 3M | +3.7% | -16.8% | +20.5% | +8.9% |
| 6M | +13.0% | +1.5% | +11.5% | +10.4% |
| YTD | +12.4% | +9.8% | +2.7% | +6.1% |
| 1Y | +18.6% | +42.6% | -24.0% | +1.2% |
| All | +76.9% | +149.3% | -72.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling