+766.3%
IVV vs CMI
+9,814.8%
-9,048.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.6% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -2.3% | -12.2% | +9.9% | +1.9% |
| 3M | -1.2% | -26.5% | +25.4% | +9.3% |
| 6M | +3.3% | -33.6% | +36.9% | +17.3% |
| YTD | +12.3% | -8.3% | +20.6% | +13.3% |
| 1Y | +12.5% | -1.3% | +13.8% | +10.5% |
| 3Y | +79.2% | +124.8% | -45.6% | +30.7% |
| 5Y | +75.6% | +119.9% | -44.2% | +27.8% |
| 10Y | +313.4% | +335.9% | -22.5% | +132.9% |
| All | +766.3% | +9,814.8% | -9,048.4% | +51.4% |
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