+307.4%
IVV vs CMS
+134.3%
+173.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -3.7% | +7.4% | -11.1% | -6.0% |
| 3M | -2.7% | +1.9% | -4.6% | -3.5% |
| 6M | +2.2% | -2.3% | +4.6% | +2.5% |
| YTD | +10.9% | +3.0% | +7.9% | +8.8% |
| 1Y | +11.3% | -2.8% | +14.1% | +11.5% |
| 3Y | +76.9% | +37.9% | +39.0% | +52.4% |
| 5Y | +73.5% | +34.0% | +39.5% | +49.1% |
| 10Y | +307.4% | +138.1% | +169.3% | +214.4% |
| All | +307.4% | +134.3% | +173.1% | +214.4% |
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