+67.8%
IVV vs CP
+27.2%
+40.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -4.8% | +6.1% | -10.9% | -6.9% |
| 30D | -5.9% | +9.8% | -15.7% | -9.3% |
| 3M | -4.5% | +2.7% | -7.3% | -5.7% |
| 6M | +1.8% | +12.8% | -10.9% | -3.4% |
| YTD | +8.4% | +28.2% | -19.8% | -2.9% |
| 1Y | +9.4% | +34.1% | -24.7% | -4.0% |
| 3Y | +75.3% | +28.9% | +46.4% | +52.4% |
| 5Y | +67.8% | +27.1% | +40.7% | +43.3% |
| All | +67.8% | +27.2% | +40.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling