+309.6%
IVV vs CNH
+134.0%
+175.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.5% | -0.7% |
| 7D | +0.1% | +8.6% | -8.5% | -2.3% |
| 30D | -3.3% | +12.6% | -15.9% | -6.7% |
| 3M | -2.4% | +17.5% | -19.9% | -7.9% |
| 6M | +2.6% | +18.1% | -15.5% | -4.0% |
| YTD | +11.3% | +40.4% | -29.1% | -2.2% |
| 1Y | +13.4% | +34.0% | -20.5% | +1.0% |
| 3Y | +80.3% | +35.3% | +45.0% | +54.8% |
| 5Y | +72.7% | -5.1% | +77.8% | +61.2% |
| 10Y | +309.6% | +124.0% | +185.6% | +189.8% |
| All | +309.6% | +134.0% | +175.7% | +189.8% |
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