+306.5%
IVV vs CMS
+125.4%
+181.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -5.4% | +6.3% | -11.7% | -7.4% |
| 3M | -4.1% | -2.1% | -2.0% | -3.6% |
| 6M | +0.7% | -5.1% | +5.8% | +2.0% |
| YTD | +8.7% | +1.3% | +7.5% | +7.3% |
| 1Y | +11.0% | -1.4% | +12.4% | +10.5% |
| 3Y | +75.4% | +36.9% | +38.5% | +51.6% |
| 5Y | +68.3% | +32.5% | +35.8% | +45.3% |
| All | +306.5% | +125.4% | +181.1% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling