+78.4%
IVV vs CNH
+9.6%
+68.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.1% |
| 7D | +0.1% | +23.3% | -23.2% | -3.7% |
| 30D | +0.1% | +33.5% | -33.4% | -5.3% |
| 3M | +2.0% | +32.7% | -30.7% | -3.6% |
| 6M | +13.0% | +22.2% | -9.1% | +8.1% |
| YTD | +13.6% | +57.7% | -44.1% | +2.6% |
| 1Y | +20.1% | +28.0% | -7.9% | +13.3% |
| All | +78.4% | +9.6% | +68.8% | +69.8% |
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 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