+315.1%
IVV vs CP
+220.9%
+94.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | +0.1% | +0.2% | -0.1% | -0.1% |
| 3M | +2.0% | +2.6% | -0.6% | +0.5% |
| 6M | +13.0% | +6.0% | +7.1% | +9.3% |
| YTD | +13.6% | +24.9% | -11.3% | +1.4% |
| 1Y | +20.1% | +20.1% | 0.0% | +8.9% |
| 3Y | +77.6% | +16.4% | +61.2% | +60.1% |
| 5Y | +82.5% | +31.7% | +50.7% | +51.7% |
| All | +315.1% | +220.9% | +94.2% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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