+310.3%
IVV vs CMS
+140.2%
+170.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +2.6% | +1.7% | +0.8% | +2.0% |
| 30D | -2.0% | +6.2% | -8.2% | -4.1% |
| 3M | -2.8% | +0.6% | -3.4% | -3.1% |
| 6M | +2.2% | -1.8% | +3.9% | +2.3% |
| YTD | +11.5% | +3.8% | +7.7% | +9.1% |
| 1Y | +13.5% | -1.8% | +15.3% | +13.3% |
| 3Y | +78.1% | +39.8% | +38.3% | +52.7% |
| 5Y | +73.1% | +37.1% | +36.0% | +47.4% |
| All | +310.3% | +140.2% | +170.1% | +215.8% |
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