+75.4%
IVV vs CNH
+7.0%
+68.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.1% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | -5.4% | -7.2% | +1.9% | -4.3% |
| 3M | -4.1% | +6.5% | -10.6% | -5.8% |
| 6M | +0.7% | +7.9% | -7.1% | -1.7% |
| YTD | +8.7% | +26.6% | -17.9% | +1.9% |
| 1Y | +11.0% | +13.8% | -2.8% | +6.2% |
| 3Y | +75.4% | +9.2% | +66.2% | +68.2% |
| All | +75.4% | +7.0% | +68.4% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling