+306.5%
IVV vs CNH
+116.5%
+190.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | -5.4% | -7.2% | +1.9% | -3.6% |
| 3M | -4.1% | +6.5% | -10.6% | -6.8% |
| 6M | +0.7% | +7.9% | -7.1% | -3.3% |
| YTD | +8.7% | +26.6% | -17.9% | -1.5% |
| 1Y | +11.0% | +13.8% | -2.8% | +3.6% |
| 3Y | +75.4% | +9.2% | +66.2% | +60.5% |
| 5Y | +68.3% | -15.6% | +83.9% | +62.7% |
| All | +306.5% | +116.5% | +190.0% | +192.3% |
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