+82.2%
IVV vs CNC
+1.4%
+80.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | +0.5% | -1.0% | +1.5% | +0.6% |
| 30D | -1.0% | -1.8% | +0.8% | -0.9% |
| 3M | +3.9% | -0.7% | +4.5% | +3.8% |
| 6M | +14.5% | +47.9% | -33.5% | +10.4% |
| YTD | +12.9% | +56.9% | -44.0% | +8.1% |
| 1Y | +19.4% | +123.9% | -104.6% | +10.1% |
| 3Y | +78.8% | -1.3% | +80.1% | +74.9% |
| 5Y | +82.2% | +2.8% | +79.4% | +80.2% |
| All | +82.2% | +1.4% | +80.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling