+738.6%
IVV vs CPB
+80.8%
+657.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -2.7% | +8.0% | -10.7% | -4.7% |
| 30D | -5.4% | +22.4% | -27.7% | -10.5% |
| 3M | -4.1% | +2.5% | -6.6% | -5.3% |
| 6M | +0.7% | +12.2% | -11.5% | -3.5% |
| YTD | +8.7% | -12.8% | +21.6% | +11.0% |
| 1Y | +11.0% | -19.2% | +30.1% | +15.5% |
| 3Y | +75.4% | -35.6% | +111.0% | +90.5% |
| 5Y | +68.3% | -31.4% | +99.8% | +75.8% |
| 10Y | +315.5% | -37.9% | +353.5% | +325.2% |
| All | +738.6% | +80.8% | +657.9% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 all: compounded portfolio wealth divided by compounded CPB 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…
all analysis · Full analysis span regression · 6 months rolling