+82.2%
IVV vs CMI
+170.2%
-88.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | -1.0% | -12.5% | +11.5% | +3.7% |
| 3M | +3.9% | -16.2% | +20.1% | +9.7% |
| 6M | +14.5% | +4.9% | +9.6% | +10.3% |
| YTD | +12.9% | +11.1% | +1.8% | +5.4% |
| 1Y | +19.4% | +43.4% | -24.0% | -0.1% |
| 3Y | +78.8% | +154.1% | -75.3% | +14.8% |
| 5Y | +82.2% | +169.5% | -87.3% | +8.6% |
| All | +82.2% | +170.2% | -88.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling