+776.1%
IVV vs CMI
+11,901.3%
-11,125.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | -13.4% | +13.5% | +5.0% |
| 3M | +2.0% | -17.0% | +19.0% | +7.9% |
| 6M | +13.0% | -1.6% | +14.7% | +12.2% |
| YTD | +13.6% | +11.0% | +2.6% | +7.7% |
| 1Y | +20.1% | +41.9% | -21.8% | +4.2% |
| 3Y | +77.6% | +151.8% | -74.2% | +24.9% |
| 5Y | +82.5% | +163.6% | -81.1% | +25.0% |
| 10Y | +316.5% | +472.9% | -156.4% | +114.3% |
| All | +776.1% | +11,901.3% | -11,125.2% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling