+315.1%
IVV vs CNH
+162.8%
+152.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.6% |
| 7D | +0.1% | +23.3% | -23.2% | -5.9% |
| 30D | +0.1% | +33.5% | -33.4% | -8.4% |
| 3M | +2.0% | +32.7% | -30.7% | -6.9% |
| 6M | +13.0% | +22.2% | -9.1% | +5.0% |
| YTD | +13.6% | +57.7% | -44.1% | -2.8% |
| 1Y | +20.1% | +28.0% | -7.9% | +9.1% |
| 3Y | +77.6% | +11.5% | +66.1% | +63.6% |
| 5Y | +82.5% | +11.9% | +70.6% | +62.9% |
| All | +315.1% | +162.8% | +152.3% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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